C# Class QLNet.DigitalCmsCoupon

Inheritance: DigitalCoupon
Show file Open project: ammachado/QLNet Class Usage Examples

Public Methods

Method Description
DigitalCmsCoupon ( ) : System
DigitalCmsCoupon ( CmsCoupon underlying, double callStrike = null, Position callPosition = Position.Type.Long, bool isCallATMIncluded = false, double callDigitalPayoff = null, double putStrike = null, Position putPosition = Position.Type.Long, bool isPutATMIncluded = false, double putDigitalPayoff = null, QLNet.DigitalReplication replication = null ) : System
factory ( CmsCoupon underlying, double callStrike, Position callPosition, bool isCallATMIncluded, double callDigitalPayoff, double putStrike, Position putPosition, bool isPutATMIncluded, double putDigitalPayoff, QLNet.DigitalReplication replication ) : CashFlow

Method Details

DigitalCmsCoupon() public method

public DigitalCmsCoupon ( ) : System
return System

DigitalCmsCoupon() public method

public DigitalCmsCoupon ( CmsCoupon underlying, double callStrike = null, Position callPosition = Position.Type.Long, bool isCallATMIncluded = false, double callDigitalPayoff = null, double putStrike = null, Position putPosition = Position.Type.Long, bool isPutATMIncluded = false, double putDigitalPayoff = null, QLNet.DigitalReplication replication = null ) : System
underlying CmsCoupon
callStrike double
callPosition Position
isCallATMIncluded bool
callDigitalPayoff double
putStrike double
putPosition Position
isPutATMIncluded bool
putDigitalPayoff double
replication QLNet.DigitalReplication
return System

factory() public method

public factory ( CmsCoupon underlying, double callStrike, Position callPosition, bool isCallATMIncluded, double callDigitalPayoff, double putStrike, Position putPosition, bool isPutATMIncluded, double putDigitalPayoff, QLNet.DigitalReplication replication ) : CashFlow
underlying CmsCoupon
callStrike double
callPosition Position
isCallATMIncluded bool
callDigitalPayoff double
putStrike double
putPosition Position
isPutATMIncluded bool
putDigitalPayoff double
replication QLNet.DigitalReplication
return CashFlow