Méthode | Description | |
---|---|---|
discountImpl ( QLNet.Interpolation i, double t ) : double | ||
dummyInitialValue ( ) : bool | ||
forwardImpl ( QLNet.Interpolation i, double t ) : double | ||
guess ( QLNet.YieldTermStructure c, Date d ) : double | ||
initialDate ( QLNet.YieldTermStructure c ) : Date | ||
initialGuess ( ) : double | ||
initialValue ( QLNet.YieldTermStructure c ) : double | ||
maxIterations ( ) : int | ||
maxValueAfter ( int v, List |
||
minValueAfter ( int v, List |
||
updateGuess ( List |
||
zeroYieldImpl ( QLNet.Interpolation i, double t ) : double |
public discountImpl ( QLNet.Interpolation i, double t ) : double | ||
i | QLNet.Interpolation | |
t | double | |
Résultat | double |
public forwardImpl ( QLNet.Interpolation i, double t ) : double | ||
i | QLNet.Interpolation | |
t | double | |
Résultat | double |
public guess ( QLNet.YieldTermStructure c, Date d ) : double | ||
c | QLNet.YieldTermStructure | |
d | Date | |
Résultat | double |
public initialDate ( QLNet.YieldTermStructure c ) : Date | ||
c | QLNet.YieldTermStructure | |
Résultat | Date |
public initialValue ( QLNet.YieldTermStructure c ) : double | ||
c | QLNet.YieldTermStructure | |
Résultat | double |
public maxValueAfter ( int v, List |
||
v | int | |
l | List |
|
Résultat | double |
public minValueAfter ( int v, List |
||
v | int | |
l | List |
|
Résultat | double |
public updateGuess ( List |
||
data | List |
|
forward | double | |
i | int | |
Résultat | void |
public zeroYieldImpl ( QLNet.Interpolation i, double t ) : double | ||
i | QLNet.Interpolation | |
t | double | |
Résultat | double |