C# Class QLNet.IborIndex

Inheritance: InterestRateIndex

Mostrar archivo Open project: ammachado/QLNet Class Usage Examples

Public Methods

Method	Description
IborIndex ( ) : System
IborIndex ( string familyName, Period tenor, int settlementDays, Currency currency, QLNet.Calendar fixingCalendar, BusinessDayConvention convention, bool endOfMonth, QLNet.DayCounter dayCounter ) : System
IborIndex ( string familyName, Period tenor, int settlementDays, Currency currency, QLNet.Calendar fixingCalendar, BusinessDayConvention convention, bool endOfMonth, QLNet.DayCounter dayCounter, Handle h ) : System
clone ( Handle forwarding ) : IborIndex	Returns a copy of itself linked to a different forwarding curve.
maturityDate ( Date valueDate ) : Date

Protected Methods

Method	Description
forecastFixing ( Date fixingDate ) : double

Private Methods

Method	Description
businessDayConvention ( ) : BusinessDayConvention
endOfMonth ( ) : bool
forwardingTermStructure ( ) : Handle

Method Details

IborIndex() public method

public IborIndex ( ) : System
return	System

IborIndex() public method

public IborIndex ( string familyName, Period tenor, int settlementDays, Currency currency, QLNet.Calendar fixingCalendar, BusinessDayConvention convention, bool endOfMonth, QLNet.DayCounter dayCounter ) : System
familyName	string
tenor	Period
settlementDays	int
currency	Currency
fixingCalendar	QLNet.Calendar
convention	BusinessDayConvention
endOfMonth	bool
dayCounter	QLNet.DayCounter
return	System

IborIndex() public method

public IborIndex ( string familyName, Period tenor, int settlementDays, Currency currency, QLNet.Calendar fixingCalendar, BusinessDayConvention convention, bool endOfMonth, QLNet.DayCounter dayCounter, Handle h ) : System
familyName	string
tenor	Period
settlementDays	int
currency	Currency
fixingCalendar	QLNet.Calendar
convention	BusinessDayConvention
endOfMonth	bool
dayCounter	QLNet.DayCounter
h	Handle
return	System

clone() public method

Returns a copy of itself linked to a different forwarding curve.

public clone ( Handle forwarding ) : IborIndex
forwarding	Handle
return	IborIndex

forecastFixing() protected method

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

maturityDate() public method

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