Property | Type | Description | |
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gearing_ | double | ||
spread_ | double |
Method | Description | |
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YoYInflationCoupon ( QLNet.Date paymentDate, double nominal, QLNet.Date startDate, QLNet.Date endDate, int fixingDays, QLNet.YoYInflationIndex yoyIndex, |
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YoYInflationCoupon ( QLNet.Date paymentDate, double nominal, QLNet.Date startDate, QLNet.Date endDate, int fixingDays, QLNet.YoYInflationIndex yoyIndex, |
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adjustedFixing ( ) : double | ||
gearing ( ) : double |
index gearing, i.e. multiplicative coefficient for the index
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spread ( ) : double |
spread paid over the fixing of the underlying index
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yoyIndex ( ) : QLNet.YoYInflationIndex |
Method | Description | |
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checkPricerImpl ( |
public YoYInflationCoupon ( QLNet.Date paymentDate, double nominal, QLNet.Date startDate, QLNet.Date endDate, int fixingDays, QLNet.YoYInflationIndex yoyIndex, |
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paymentDate | QLNet.Date | |
nominal | double | |
startDate | QLNet.Date | |
endDate | QLNet.Date | |
fixingDays | int | |
yoyIndex | QLNet.YoYInflationIndex | |
observationLag | ||
dayCounter | DayCounter | |
return | QLNet.Time |
public YoYInflationCoupon ( QLNet.Date paymentDate, double nominal, QLNet.Date startDate, QLNet.Date endDate, int fixingDays, QLNet.YoYInflationIndex yoyIndex, |
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paymentDate | QLNet.Date | |
nominal | double | |
startDate | QLNet.Date | |
endDate | QLNet.Date | |
fixingDays | int | |
yoyIndex | QLNet.YoYInflationIndex | |
observationLag | ||
dayCounter | DayCounter | |
gearing | double | |
spread | double | |
refPeriodStart | QLNet.Date | |
refPeriodEnd | QLNet.Date | |
return | QLNet.Time |
protected checkPricerImpl ( |
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i | ||
return | bool |
public yoyIndex ( ) : QLNet.YoYInflationIndex | ||
return | QLNet.YoYInflationIndex |