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C# Class TestSuite.T_SwaptionVolatilityMatrix.SwaptionMarketConventions

Show file Open project: ammachado/QLNet

Public Properties

Property Type Description
calendar QLNet.Calendar
dayCounter DayCounter
optionBdc BusinessDayConvention

Public Methods

Method Description
setConventions ( ) : void

Method Details

setConventions() public method

public setConventions ( ) : void
return void

Property Details

calendar public property

public Calendar,QLNet calendar
return QLNet.Calendar

dayCounter public property

public DayCounter dayCounter
return DayCounter

optionBdc public property

public BusinessDayConvention optionBdc
return BusinessDayConvention