C# Class QLNet.CappedFlooredYoYInflationCoupon

Inheritance: YoYInflationCoupon

Afficher le fichier Open project: ammachado/QLNet

Protected Properties

Свойство	Type	Description
cap_	double
isFloored_	bool
underlying_	YoYInflationCoupon

Méthodes publiques

Méthode	Description
CappedFlooredYoYInflationCoupon ( Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, QLNet.YoYInflationIndex index, Period observationLag, DayCounter dayCounter ) : System
CappedFlooredYoYInflationCoupon ( Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, QLNet.YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd ) : System
CappedFlooredYoYInflationCoupon ( YoYInflationCoupon underlying ) : System
CappedFlooredYoYInflationCoupon ( YoYInflationCoupon underlying, double cap, double floor ) : System
cap ( ) : double?
effectiveCap ( ) : double
effectiveFloor ( ) : double
floor ( ) : double?
isCapped ( ) : bool
isFloored ( ) : bool
rate ( ) : double
setPricer ( YoYInflationCouponPricer pricer ) : void
update ( ) : void

Méthodes protégées

Méthode	Description
setCommon ( double cap, double floor ) : void

Method Details

CappedFlooredYoYInflationCoupon() public méthode

public CappedFlooredYoYInflationCoupon ( Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, QLNet.YoYInflationIndex index, Period observationLag, DayCounter dayCounter ) : System
paymentDate	Date
nominal	double
startDate	Date
endDate	Date
fixingDays	int
index	QLNet.YoYInflationIndex
observationLag	Period
dayCounter	DayCounter
Résultat	System

CappedFlooredYoYInflationCoupon() public méthode

public CappedFlooredYoYInflationCoupon ( Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, QLNet.YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd ) : System
paymentDate	Date
nominal	double
startDate	Date
endDate	Date
fixingDays	int
index	QLNet.YoYInflationIndex
observationLag	Period
dayCounter	DayCounter
gearing	double
spread	double
cap	double
floor	double
refPeriodStart	Date
refPeriodEnd	Date
Résultat	System

CappedFlooredYoYInflationCoupon() public méthode

public CappedFlooredYoYInflationCoupon ( YoYInflationCoupon underlying ) : System
underlying	YoYInflationCoupon
Résultat	System

CappedFlooredYoYInflationCoupon() public méthode

public CappedFlooredYoYInflationCoupon ( YoYInflationCoupon underlying, double cap, double floor ) : System
underlying	YoYInflationCoupon
cap	double
floor	double
Résultat	System

cap() public méthode

public cap ( ) : double?
Résultat	double?

effectiveCap() public méthode

public effectiveCap ( ) : double
Résultat	double

effectiveFloor() public méthode

public effectiveFloor ( ) : double
Résultat	double

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

setCommon() protected méthode

protected setCommon ( double cap, double floor ) : void
cap	double
floor	double
Résultat	void

setPricer() public méthode

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

update() public méthode

public update ( ) : void
Résultat	void

Property Details

cap_ protected_oe property

protected double cap_
Résultat	double

isFloored_ protected_oe property

protected bool isFloored_
Résultat	bool

underlying_ protected_oe property

protected YoYInflationCoupon,QLNet underlying_
Résultat	YoYInflationCoupon