C# Class QLNet.InterestRateIndex

Inheritance: Index, IObserver

Datei anzeigen Open project: ammachado/QLNet Class Usage Examples

Protected Properties

Property	Type	Description
currency_	Currency
dayCounter_	DayCounter
familyName_	string
fixingCalendar_	QLNet.Calendar
fixingDays_	int
tenor_	Period

Public Methods

Method	Description
currency ( ) : Currency
dayCounter ( ) : DayCounter
familyName ( ) : string
fixing ( Date fixingDate, bool forecastTodaysFixing ) : double
fixingCalendar ( ) : QLNet.Calendar
fixingDate ( Date valueDate ) : Date
fixingDays ( ) : int
isValidFixingDate ( Date fixingDate ) : bool
maturityDate ( Date valueDate ) : Date
name ( ) : string
tenor ( ) : Period
update ( ) : void
valueDate ( Date fixingDate ) : Date

Protected Methods

Method	Description
InterestRateIndex ( ) : System
InterestRateIndex ( string familyName, Period tenor, int fixingDays, Currency currency, QLNet.Calendar fixingCalendar, DayCounter dayCounter ) : System
forecastFixing ( Date fixingDate ) : double

Method Details

InterestRateIndex() protected method

protected InterestRateIndex ( ) : System
return	System

InterestRateIndex() protected method

protected InterestRateIndex ( string familyName, Period tenor, int fixingDays, Currency currency, QLNet.Calendar fixingCalendar, DayCounter dayCounter ) : System
familyName	string
tenor	Period
fixingDays	int
currency	Currency
fixingCalendar	QLNet.Calendar
dayCounter	DayCounter
return	System

currency() public method

public currency ( ) : Currency
return	Currency

dayCounter() public method

public dayCounter ( ) : DayCounter
return	DayCounter

familyName() public method

public familyName ( ) : string
return	string

fixing() public method

public fixing ( Date fixingDate, bool forecastTodaysFixing ) : double
fixingDate	Date
forecastTodaysFixing	bool
return	double

fixingCalendar() public method

public fixingCalendar ( ) : QLNet.Calendar
return	QLNet.Calendar

fixingDate() public method

public fixingDate ( Date valueDate ) : Date
valueDate	Date
return	Date

fixingDays() public method

public fixingDays ( ) : int
return	int

forecastFixing() protected abstract method

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

isValidFixingDate() public method

public isValidFixingDate ( Date fixingDate ) : bool
fixingDate	Date
return	bool

maturityDate() public abstract method

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

name() public method

public name ( ) : string
return	string

tenor() public method

public tenor ( ) : Period
return	Period

update() public method

public update ( ) : void
return	void

valueDate() public method

public valueDate ( Date fixingDate ) : Date
fixingDate	Date
return	Date

Property Details

currency_ protected_oe property

protected Currency currency_
return	Currency

dayCounter_ protected_oe property

protected DayCounter dayCounter_
return	DayCounter

familyName_ protected_oe property

protected string familyName_
return	string

fixingCalendar_ protected_oe property

protected Calendar,QLNet fixingCalendar_
return	QLNet.Calendar

fixingDays_ protected_oe property

protected int fixingDays_
return	int

tenor_ protected_oe property

protected Period,QLNet tenor_
return	Period