| Méthode | Description | |
|---|---|---|
| CmsCoupon ( ) : System | ||
| CmsCoupon ( double nominal, Date paymentDate, Date startDate, Date endDate, int fixingDays, QLNet.SwapIndex swapIndex, double gearing = 1.0, double spread = 0.0, Date refPeriodStart = null, Date refPeriodEnd = null, DayCounter dayCounter = null, bool isInArrears = false ) : System | ||
| swapIndex ( ) : QLNet.SwapIndex |
| public CmsCoupon ( double nominal, Date paymentDate, Date startDate, Date endDate, int fixingDays, QLNet.SwapIndex swapIndex, double gearing = 1.0, double spread = 0.0, Date refPeriodStart = null, Date refPeriodEnd = null, DayCounter dayCounter = null, bool isInArrears = false ) : System | ||
| nominal | double | |
| paymentDate | Date | |
| startDate | Date | |
| endDate | Date | |
| fixingDays | int | |
| swapIndex | QLNet.SwapIndex | |
| gearing | double | |
| spread | double | |
| refPeriodStart | Date | |
| refPeriodEnd | Date | |
| dayCounter | DayCounter | |
| isInArrears | bool | |
| Résultat | System | |
