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C# Class QLNet.DigitalCoupon

Afficher le fichier Open project: ammachado/QLNet

Protected Properties

Свойство	Type	Description
callCsi_	double
callDigitalPayoff_	double
callLeftEps_	double
callRightEps_	double
callStrike_	double
hasCallStrike_	bool
hasPutStrike_	bool
isCallATMIncluded_	bool
isCallCashOrNothing_	bool
isPutATMIncluded_	bool
isPutCashOrNothing_	bool
putCsi_	double
putDigitalPayoff_	double
putLeftEps_	double
putRightEps_	double
putStrike_	double
replicationType_	Replication.Type
underlying_	QLNet.FloatingRateCoupon

Méthodes publiques

Méthode	Description
DigitalCoupon ( ) : System
DigitalCoupon ( QLNet.FloatingRateCoupon underlying, double callStrike = null, Position callPosition = Position.Type.Long, bool isCallATMIncluded = false, double callDigitalPayoff = null, double putStrike = null, Position putPosition = Position.Type.Long, bool isPutATMIncluded = false, double putDigitalPayoff = null, QLNet.DigitalReplication replication = null ) : System
callDigitalPayoff ( ) : double
callOptionRate ( ) : double
callStrike ( ) : double
convexityAdjustment ( ) : double
factory ( QLNet.FloatingRateCoupon underlying, double callStrike, Position callPosition, bool isCallATMIncluded, double callDigitalPayoff, double putStrike, Position putPosition, bool isPutATMIncluded, double putDigitalPayoff, QLNet.DigitalReplication replication ) : CashFlow
hasCall ( ) : bool
hasCollar ( ) : bool
hasPut ( ) : bool
isLongCall ( ) : bool
isLongPut ( ) : bool
putDigitalPayoff ( ) : double
putOptionRate ( ) : double
putStrike ( ) : double
rate ( ) : double
setPricer ( FloatingRateCouponPricer pricer ) : void
underlying ( ) : QLNet.FloatingRateCoupon

Private Methods

Méthode	Description
callPayoff ( ) : double
putPayoff ( ) : double

Method Details

Property Details