C# Class QLNet.LocalVolCurve

Inheritance: QLNet.LocalVolTermStructure

Show file Open project: ammachado/QLNet

Public Methods

Method	Description
LocalVolCurve ( Handle curve ) : System
dayCounter ( ) : DayCounter
maxDate ( ) : Date
maxStrike ( ) : double
minStrike ( ) : double
referenceDate ( ) : Date

Protected Methods

Method	Description
localVolImpl ( double t, double dummy ) : double

Method Details

LocalVolCurve() public method

public LocalVolCurve ( Handle curve ) : System
curve	Handle
return	System

dayCounter() public method

public dayCounter ( ) : DayCounter
return	DayCounter

localVolImpl() protected method

protected localVolImpl ( double t, double dummy ) : double
t	double
dummy	double
return	double

maxDate() public method

public maxDate ( ) : Date
return	Date

maxStrike() public method

public maxStrike ( ) : double
return	double

minStrike() public method

public minStrike ( ) : double
return	double

referenceDate() public method

public referenceDate ( ) : Date
return	Date