C# Class QLNet.ForwardRate

Inheritance: BootstrapTraits

Show file Open project: ammachado/QLNet

Public Methods

Method	Description
discountImpl ( QLNet.Interpolation i, double t ) : double
dummyInitialValue ( ) : bool
forwardImpl ( QLNet.Interpolation i, double t ) : double
guess ( QLNet.YieldTermStructure c, Date d ) : double
initialDate ( QLNet.YieldTermStructure c ) : Date
initialGuess ( ) : double
initialValue ( QLNet.YieldTermStructure c ) : double
maxIterations ( ) : int
maxValueAfter ( int v, List l ) : double
minValueAfter ( int v, List l ) : double
updateGuess ( List data, double forward, int i ) : void
zeroYieldImpl ( QLNet.Interpolation i, double t ) : double

Method Details

discountImpl() public method

public discountImpl ( QLNet.Interpolation i, double t ) : double
i	QLNet.Interpolation
t	double
return	double

dummyInitialValue() public method

public dummyInitialValue ( ) : bool
return	bool

forwardImpl() public method

public forwardImpl ( QLNet.Interpolation i, double t ) : double
i	QLNet.Interpolation
t	double
return	double

guess() public method

public guess ( QLNet.YieldTermStructure c, Date d ) : double
c	QLNet.YieldTermStructure
d	Date
return	double

initialDate() public method

public initialDate ( QLNet.YieldTermStructure c ) : Date
c	QLNet.YieldTermStructure
return	Date

initialGuess() public method

public initialGuess ( ) : double
return	double

initialValue() public method

public initialValue ( QLNet.YieldTermStructure c ) : double
c	QLNet.YieldTermStructure
return	double

maxIterations() public method

public maxIterations ( ) : int
return	int

maxValueAfter() public method

public maxValueAfter ( int v, List l ) : double
v	int
l	List
return	double

minValueAfter() public method

public minValueAfter ( int v, List l ) : double
v	int
l	List
return	double

updateGuess() public method

public updateGuess ( List data, double forward, int i ) : void
data	List
forward	double
i	int
return	void

zeroYieldImpl() public method

public zeroYieldImpl ( QLNet.Interpolation i, double t ) : double
i	QLNet.Interpolation
t	double
return	double