C# Class QLNet.CappedFlooredIborCoupon

Inheritance: CappedFlooredCoupon
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Public Methods

Method Description
CappedFlooredIborCoupon ( ) : QLNet.Time
CappedFlooredIborCoupon ( double nominal, QLNet.Date paymentDate, QLNet.Date startDate, QLNet.Date endDate, int fixingDays, IborIndex index ) : QLNet.Time
CappedFlooredIborCoupon ( double nominal, QLNet.Date paymentDate, QLNet.Date startDate, QLNet.Date endDate, int fixingDays, IborIndex index, double gearing, double spread, double cap, double floor ) : QLNet.Time
CappedFlooredIborCoupon ( double nominal, QLNet.Date paymentDate, QLNet.Date startDate, QLNet.Date endDate, int fixingDays, IborIndex index, double gearing, double spread, double cap, double floor, QLNet.Date refPeriodStart, QLNet.Date refPeriodEnd, DayCounter dayCounter, bool isInArrears ) : QLNet.Time

Method Details

CappedFlooredIborCoupon() public method

public CappedFlooredIborCoupon ( ) : QLNet.Time
return QLNet.Time

CappedFlooredIborCoupon() public method

public CappedFlooredIborCoupon ( double nominal, QLNet.Date paymentDate, QLNet.Date startDate, QLNet.Date endDate, int fixingDays, IborIndex index ) : QLNet.Time
nominal double
paymentDate QLNet.Date
startDate QLNet.Date
endDate QLNet.Date
fixingDays int
index IborIndex
return QLNet.Time

CappedFlooredIborCoupon() public method

public CappedFlooredIborCoupon ( double nominal, QLNet.Date paymentDate, QLNet.Date startDate, QLNet.Date endDate, int fixingDays, IborIndex index, double gearing, double spread, double cap, double floor ) : QLNet.Time
nominal double
paymentDate QLNet.Date
startDate QLNet.Date
endDate QLNet.Date
fixingDays int
index IborIndex
gearing double
spread double
cap double
floor double
return QLNet.Time

CappedFlooredIborCoupon() public method

public CappedFlooredIborCoupon ( double nominal, QLNet.Date paymentDate, QLNet.Date startDate, QLNet.Date endDate, int fixingDays, IborIndex index, double gearing, double spread, double cap, double floor, QLNet.Date refPeriodStart, QLNet.Date refPeriodEnd, DayCounter dayCounter, bool isInArrears ) : QLNet.Time
nominal double
paymentDate QLNet.Date
startDate QLNet.Date
endDate QLNet.Date
fixingDays int
index IborIndex
gearing double
spread double
cap double
floor double
refPeriodStart QLNet.Date
refPeriodEnd QLNet.Date
dayCounter DayCounter
isInArrears bool
return QLNet.Time