C# Class QLNet.Cashflows.FloatingLegBase

Inheritance: RateLegBase

Mostrar archivo Open project: ammachado/QLNet

Protected Properties

Property	Type	Description
caps_	List
fixingDays_	List
floors_	List
gearings_	List
inArrears_	bool
index_	InterestRateIndex
spreads_	List
zeroPayments_	bool

Public Methods

Method	Description
inArrears ( ) : FloatingLegBase
inArrears ( bool flag ) : FloatingLegBase
withCaps ( List caps ) : FloatingLegBase
withCaps ( double cap ) : FloatingLegBase
withFixingDays ( List fixingDays ) : FloatingLegBase
withFixingDays ( int fixingDays ) : FloatingLegBase
withFloors ( List floors ) : FloatingLegBase
withFloors ( double floor ) : FloatingLegBase
withGearings ( List gearings ) : FloatingLegBase
withGearings ( double gearing ) : FloatingLegBase
withPaymentDayCounter ( DayCounter dayCounter ) : FloatingLegBase
withSpreads ( List spreads ) : FloatingLegBase
withSpreads ( double spread ) : FloatingLegBase
withZeroPayments ( ) : FloatingLegBase
withZeroPayments ( bool flag ) : FloatingLegBase

Method Details

inArrears() public method

public inArrears ( ) : FloatingLegBase
return	FloatingLegBase

inArrears() public method

public inArrears ( bool flag ) : FloatingLegBase
flag	bool
return	FloatingLegBase

withCaps() public method

public withCaps ( List caps ) : FloatingLegBase
caps	List
return	FloatingLegBase

withCaps() public method

public withCaps ( double cap ) : FloatingLegBase
cap	double
return	FloatingLegBase

withFixingDays() public method

public withFixingDays ( List fixingDays ) : FloatingLegBase
fixingDays	List
return	FloatingLegBase

withFixingDays() public method

public withFixingDays ( int fixingDays ) : FloatingLegBase
fixingDays	int
return	FloatingLegBase

withFloors() public method

public withFloors ( List floors ) : FloatingLegBase
floors	List
return	FloatingLegBase

withFloors() public method

public withFloors ( double floor ) : FloatingLegBase
floor	double
return	FloatingLegBase

withGearings() public method

public withGearings ( List gearings ) : FloatingLegBase
gearings	List
return	FloatingLegBase

withGearings() public method

public withGearings ( double gearing ) : FloatingLegBase
gearing	double
return	FloatingLegBase

withPaymentDayCounter() public method

public withPaymentDayCounter ( DayCounter dayCounter ) : FloatingLegBase
dayCounter	QLNet.Time.DayCounter
return	FloatingLegBase

withSpreads() public method

public withSpreads ( List spreads ) : FloatingLegBase
spreads	List
return	FloatingLegBase

withSpreads() public method

public withSpreads ( double spread ) : FloatingLegBase
spread	double
return	FloatingLegBase

withZeroPayments() public method

public withZeroPayments ( ) : FloatingLegBase
return	FloatingLegBase

withZeroPayments() public method

public withZeroPayments ( bool flag ) : FloatingLegBase
flag	bool
return	FloatingLegBase

Property Details

caps_ protected_oe property

protected List caps_
return	List

fixingDays_ protected_oe property

protected List fixingDays_
return	List

floors_ protected_oe property

protected List floors_
return	List

gearings_ protected_oe property

protected List gearings_
return	List

inArrears_ protected_oe property

protected bool inArrears_
return	bool

index_ protected_oe property

protected InterestRateIndex index_
return	InterestRateIndex

spreads_ protected_oe property

protected List spreads_
return	List

zeroPayments_ protected_oe property

protected bool zeroPayments_
return	bool