C# Class QLNet.CappedFlooredIborCoupon

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

Méthodes publiques

Méthode 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 méthode

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

CappedFlooredIborCoupon() public méthode

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
Résultat QLNet.Time

CappedFlooredIborCoupon() public méthode

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
Résultat QLNet.Time

CappedFlooredIborCoupon() public méthode

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
Résultat QLNet.Time