C# Class QLNet.DefaultProbabilityTermStructure

Inheritance: QLNet.TermStructure
Show file Open project: ammachado/QLNet

Public Methods

Method Description
DefaultProbabilityTermStructure ( ) : System
DefaultProbabilityTermStructure ( Date referenceDate ) : System
DefaultProbabilityTermStructure ( Date referenceDate, QLNet.Calendar cal ) : System
DefaultProbabilityTermStructure ( Date referenceDate, QLNet.Calendar cal, DayCounter dc ) : System
DefaultProbabilityTermStructure ( DayCounter dc ) : System
DefaultProbabilityTermStructure ( int settlementDays, QLNet.Calendar cal ) : System
DefaultProbabilityTermStructure ( int settlementDays, QLNet.Calendar cal, DayCounter dc ) : System
defaultDensity ( Date d ) : double
defaultDensity ( Date d, bool extrapolate ) : double
defaultDensity ( double t ) : double
defaultDensity ( double t, bool extrapolate ) : double
defaultProbability ( Date d ) : double
defaultProbability ( Date d1, Date d2 ) : double
defaultProbability ( Date d1, Date d2, bool extrapolate ) : double
defaultProbability ( Date d, bool extrapolate ) : double
defaultProbability ( double t ) : double
defaultProbability ( double t, bool extrapolate ) : double
defaultProbability ( double t1, double t2 ) : double
defaultProbability ( double t1, double t2, bool extrapolate ) : double
hazardRate ( Date d ) : double
hazardRate ( Date d, bool extrapolate ) : double
hazardRate ( double t ) : double
hazardRate ( double t, bool extrapolate ) : double
survivalProbability ( Date d ) : double
survivalProbability ( Date d, bool extrapolate ) : double
survivalProbability ( double t ) : double
survivalProbability ( double t, bool extrapolate ) : double

Protected Methods

Method Description
defaultDensityImpl ( double NamelessParameter ) : double
hazardRateImpl ( double NamelessParameter ) : double
survivalProbabilityImpl ( double NamelessParameter ) : double

Method Details

DefaultProbabilityTermStructure() public method

public DefaultProbabilityTermStructure ( ) : System
return System

DefaultProbabilityTermStructure() public method

public DefaultProbabilityTermStructure ( Date referenceDate ) : System
referenceDate Date
return System

DefaultProbabilityTermStructure() public method

public DefaultProbabilityTermStructure ( Date referenceDate, QLNet.Calendar cal ) : System
referenceDate Date
cal QLNet.Calendar
return System

DefaultProbabilityTermStructure() public method

public DefaultProbabilityTermStructure ( Date referenceDate, QLNet.Calendar cal, DayCounter dc ) : System
referenceDate Date
cal QLNet.Calendar
dc DayCounter
return System

DefaultProbabilityTermStructure() public method

public DefaultProbabilityTermStructure ( DayCounter dc ) : System
dc DayCounter
return System

DefaultProbabilityTermStructure() public method

public DefaultProbabilityTermStructure ( int settlementDays, QLNet.Calendar cal ) : System
settlementDays int
cal QLNet.Calendar
return System

DefaultProbabilityTermStructure() public method

public DefaultProbabilityTermStructure ( int settlementDays, QLNet.Calendar cal, DayCounter dc ) : System
settlementDays int
cal QLNet.Calendar
dc DayCounter
return System

defaultDensity() public method

public defaultDensity ( Date d ) : double
d Date
return double

defaultDensity() public method

public defaultDensity ( Date d, bool extrapolate ) : double
d Date
extrapolate bool
return double

defaultDensity() public method

public defaultDensity ( double t ) : double
t double
return double

defaultDensity() public method

public defaultDensity ( double t, bool extrapolate ) : double
t double
extrapolate bool
return double

defaultDensityImpl() protected method

protected defaultDensityImpl ( double NamelessParameter ) : double
NamelessParameter double
return double

defaultProbability() public method

public defaultProbability ( Date d ) : double
d Date
return double

defaultProbability() public method

public defaultProbability ( Date d1, Date d2 ) : double
d1 Date
d2 Date
return double

defaultProbability() public method

public defaultProbability ( Date d1, Date d2, bool extrapolate ) : double
d1 Date
d2 Date
extrapolate bool
return double

defaultProbability() public method

public defaultProbability ( Date d, bool extrapolate ) : double
d Date
extrapolate bool
return double

defaultProbability() public method

public defaultProbability ( double t ) : double
t double
return double

defaultProbability() public method

public defaultProbability ( double t, bool extrapolate ) : double
t double
extrapolate bool
return double

defaultProbability() public method

public defaultProbability ( double t1, double t2 ) : double
t1 double
t2 double
return double

defaultProbability() public method

public defaultProbability ( double t1, double t2, bool extrapolate ) : double
t1 double
t2 double
extrapolate bool
return double

hazardRate() public method

public hazardRate ( Date d ) : double
d Date
return double

hazardRate() public method

public hazardRate ( Date d, bool extrapolate ) : double
d Date
extrapolate bool
return double

hazardRate() public method

public hazardRate ( double t ) : double
t double
return double

hazardRate() public method

public hazardRate ( double t, bool extrapolate ) : double
t double
extrapolate bool
return double

hazardRateImpl() protected method

protected hazardRateImpl ( double NamelessParameter ) : double
NamelessParameter double
return double

survivalProbability() public method

public survivalProbability ( Date d ) : double
d Date
return double

survivalProbability() public method

public survivalProbability ( Date d, bool extrapolate ) : double
d Date
extrapolate bool
return double

survivalProbability() public method

public survivalProbability ( double t ) : double
t double
return double

survivalProbability() public method

public survivalProbability ( double t, bool extrapolate ) : double
t double
extrapolate bool
return double

survivalProbabilityImpl() protected method

protected survivalProbabilityImpl ( double NamelessParameter ) : double
NamelessParameter double
return double