C# Class TestSuite.T_SwaptionVolatilityMatrix.CommonVars

Show file Open project: ammachado/QLNet

Public Properties

Property	Type	Description
atm	AtmVolatility
atmVolMatrix	RelinkableHandle
conventions	SwaptionMarketConventions
termStructure	RelinkableHandle

Public Methods

Method	Description
CommonVars ( ) : System
makeCoherenceTest ( string description, SwaptionVolatilityDiscrete vol ) : void
makeObservabilityTest ( string description, QLNet.SwaptionVolatilityStructure vol, bool mktDataFloating, bool referenceDateFloating ) : void

Method Details

CommonVars() public method

public CommonVars ( ) : System
return	System

makeCoherenceTest() public method

public makeCoherenceTest ( string description, SwaptionVolatilityDiscrete vol ) : void
description	string
vol	QLNet.SwaptionVolatilityDiscrete
return	void

makeObservabilityTest() public method

public makeObservabilityTest ( string description, QLNet.SwaptionVolatilityStructure vol, bool mktDataFloating, bool referenceDateFloating ) : void
description	string
vol	QLNet.SwaptionVolatilityStructure
mktDataFloating	bool
referenceDateFloating	bool
return	void

Property Details

atm public property

public AtmVolatility atm
return	AtmVolatility

atmVolMatrix public property

public RelinkableHandle atmVolMatrix
return	RelinkableHandle

conventions public property

public SwaptionMarketConventions conventions
return	SwaptionMarketConventions

termStructure public property

public RelinkableHandle termStructure
return	RelinkableHandle