C# Class QLNet.CappedFlooredCoupon

Inheritance: QLNet.FloatingRateCoupon
Afficher le fichier Open project: ammachado/QLNet Class Usage Examples

Protected Properties

Свойство Type Description
cap_ double?
floor_ double?
isCapped_ bool
isFloored_ bool
underlying_ QLNet.FloatingRateCoupon

Méthodes publiques

Méthode Description
CappedFlooredCoupon ( ) : System
CappedFlooredCoupon ( QLNet.FloatingRateCoupon underlying, double cap = null, double floor = null ) : System
cap ( ) : double
convexityAdjustment ( ) : double
effectiveCap ( ) : double?
effectiveFloor ( ) : double?
factory ( double nominal, Date paymentDate, Date startDate, Date endDate, int fixingDays, InterestRateIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, bool isInArrears ) : CashFlow
floor ( ) : double
isCapped ( ) : bool
isFloored ( ) : bool
rate ( ) : double
setPricer ( FloatingRateCouponPricer pricer ) : void

Method Details

CappedFlooredCoupon() public méthode

public CappedFlooredCoupon ( ) : System
Résultat System

CappedFlooredCoupon() public méthode

public CappedFlooredCoupon ( QLNet.FloatingRateCoupon underlying, double cap = null, double floor = null ) : System
underlying QLNet.FloatingRateCoupon
cap double
floor double
Résultat System

cap() public méthode

public cap ( ) : double
Résultat double

convexityAdjustment() public méthode

public convexityAdjustment ( ) : double
Résultat double

effectiveCap() public méthode

public effectiveCap ( ) : double?
Résultat double?

effectiveFloor() public méthode

public effectiveFloor ( ) : double?
Résultat double?

factory() public méthode

public factory ( double nominal, Date paymentDate, Date startDate, Date endDate, int fixingDays, InterestRateIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, bool isInArrears ) : CashFlow
nominal double
paymentDate Date
startDate Date
endDate Date
fixingDays int
index InterestRateIndex
gearing double
spread double
cap double
floor double
refPeriodStart Date
refPeriodEnd Date
dayCounter DayCounter
isInArrears bool
Résultat CashFlow

floor() public méthode

public floor ( ) : double
Résultat double

isCapped() public méthode

public isCapped ( ) : bool
Résultat bool

isFloored() public méthode

public isFloored ( ) : bool
Résultat bool

rate() public méthode

public rate ( ) : double
Résultat double

setPricer() public méthode

public setPricer ( FloatingRateCouponPricer pricer ) : void
pricer FloatingRateCouponPricer
Résultat void

Property Details

cap_ protected_oe property

protected double? cap_
Résultat double?

floor_ protected_oe property

protected double? floor_
Résultat double?

isCapped_ protected_oe property

protected bool isCapped_
Résultat bool

isFloored_ protected_oe property

protected bool isFloored_
Résultat bool

underlying_ protected_oe property

protected FloatingRateCoupon,QLNet underlying_
Résultat QLNet.FloatingRateCoupon