Méthode | Description | |
---|---|---|
CapFloorTermVolatilityStructure ( QLNet.Calendar cal, BusinessDayConvention bdc ) : System | ||
CapFloorTermVolatilityStructure ( QLNet.Calendar cal, BusinessDayConvention bdc, DayCounter dc ) : System | ||
CapFloorTermVolatilityStructure ( Date referenceDate, QLNet.Calendar cal, BusinessDayConvention bdc ) : System | ||
CapFloorTermVolatilityStructure ( Date referenceDate, QLNet.Calendar cal, BusinessDayConvention bdc, DayCounter dc ) : System | ||
CapFloorTermVolatilityStructure ( int settlementDays, QLNet.Calendar cal, BusinessDayConvention bdc ) : System | ||
CapFloorTermVolatilityStructure ( int settlementDays, QLNet.Calendar cal, BusinessDayConvention bdc, DayCounter dc ) : System | ||
volatility ( Date end, double strike ) : double | ||
volatility ( Date end, double strike, bool extrapolate ) : double | ||
volatility ( |
||
volatility ( |
||
volatility ( double t, double strike ) : double | ||
volatility ( double t, double strike, bool extrapolate ) : double |
Méthode | Description | |
---|---|---|
volatilityImpl ( double length, double strike ) : double |
public CapFloorTermVolatilityStructure ( QLNet.Calendar cal, BusinessDayConvention bdc ) : System | ||
cal | QLNet.Calendar | |
bdc | BusinessDayConvention | |
Résultat | System |
public CapFloorTermVolatilityStructure ( QLNet.Calendar cal, BusinessDayConvention bdc, DayCounter dc ) : System | ||
cal | QLNet.Calendar | |
bdc | BusinessDayConvention | |
dc | DayCounter | |
Résultat | System |
public CapFloorTermVolatilityStructure ( Date referenceDate, QLNet.Calendar cal, BusinessDayConvention bdc ) : System | ||
referenceDate | Date | |
cal | QLNet.Calendar | |
bdc | BusinessDayConvention | |
Résultat | System |
public CapFloorTermVolatilityStructure ( Date referenceDate, QLNet.Calendar cal, BusinessDayConvention bdc, DayCounter dc ) : System | ||
referenceDate | Date | |
cal | QLNet.Calendar | |
bdc | BusinessDayConvention | |
dc | DayCounter | |
Résultat | System |
public CapFloorTermVolatilityStructure ( int settlementDays, QLNet.Calendar cal, BusinessDayConvention bdc ) : System | ||
settlementDays | int | |
cal | QLNet.Calendar | |
bdc | BusinessDayConvention | |
Résultat | System |
public CapFloorTermVolatilityStructure ( int settlementDays, QLNet.Calendar cal, BusinessDayConvention bdc, DayCounter dc ) : System | ||
settlementDays | int | |
cal | QLNet.Calendar | |
bdc | BusinessDayConvention | |
dc | DayCounter | |
Résultat | System |
public volatility ( Date end, double strike ) : double | ||
end | Date | |
strike | double | |
Résultat | double |
public volatility ( Date end, double strike, bool extrapolate ) : double | ||
end | Date | |
strike | double | |
extrapolate | bool | |
Résultat | double |
public volatility ( |
||
length | ||
strike | double | |
Résultat | double |
public volatility ( |
||
length | ||
strike | double | |
extrapolate | bool | |
Résultat | double |
public volatility ( double t, double strike ) : double | ||
t | double | |
strike | double | |
Résultat | double |
public volatility ( double t, double strike, bool extrapolate ) : double | ||
t | double | |
strike | double | |
extrapolate | bool | |
Résultat | double |
protected volatilityImpl ( double length, double strike ) : double | ||
length | double | |
strike | double | |
Résultat | double |