C# Class QLNet.IborIndex

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

Public Methods

Method Description
IborIndex ( ) : System
IborIndex ( string familyName, Period tenor, int settlementDays, Currency currency, QLNet.Calendar fixingCalendar, BusinessDayConvention convention, bool endOfMonth, QLNet.DayCounter dayCounter ) : System
IborIndex ( string familyName, Period tenor, int settlementDays, Currency currency, QLNet.Calendar fixingCalendar, BusinessDayConvention convention, bool endOfMonth, QLNet.DayCounter dayCounter, Handle h ) : System
clone ( Handle forwarding ) : IborIndex

Returns a copy of itself linked to a different forwarding curve.
maturityDate ( Date valueDate ) : Date

Protected Methods

Method Description
forecastFixing ( Date fixingDate ) : double

Private Methods

Method Description
businessDayConvention ( ) : BusinessDayConvention
endOfMonth ( ) : bool
forwardingTermStructure ( ) : Handle

Method Details

IborIndex() public method

public IborIndex ( ) : System
return System

IborIndex() public method

public IborIndex ( string familyName, Period tenor, int settlementDays, Currency currency, QLNet.Calendar fixingCalendar, BusinessDayConvention convention, bool endOfMonth, QLNet.DayCounter dayCounter ) : System
familyName string
tenor Period
settlementDays int
currency Currency
fixingCalendar QLNet.Calendar
convention BusinessDayConvention
endOfMonth bool
dayCounter QLNet.DayCounter
return System

IborIndex() public method

public IborIndex ( string familyName, Period tenor, int settlementDays, Currency currency, QLNet.Calendar fixingCalendar, BusinessDayConvention convention, bool endOfMonth, QLNet.DayCounter dayCounter, Handle h ) : System
familyName string
tenor Period
settlementDays int
currency Currency
fixingCalendar QLNet.Calendar
convention BusinessDayConvention
endOfMonth bool
dayCounter QLNet.DayCounter
h Handle
return System

clone() public method

Returns a copy of itself linked to a different forwarding curve.
public clone ( Handle forwarding ) : IborIndex
forwarding Handle
return IborIndex

forecastFixing() protected method

protected forecastFixing ( Date fixingDate ) : double
fixingDate Date
return double

maturityDate() public method

public maturityDate ( Date valueDate ) : Date
valueDate Date
return Date