C# Class QLNet.ForwardRateStructure

Inheritance: QLNet.YieldTermStructure

Afficher le fichier Open project: ammachado/QLNet

Méthodes publiques

Méthode	Description
ForwardRateStructure ( ) : System
ForwardRateStructure ( Date referenceDate, QLNet.Calendar cal, DayCounter dayCounter ) : System
ForwardRateStructure ( DayCounter dayCounter ) : System
ForwardRateStructure ( int settlementDays, QLNet.Calendar cal, DayCounter dayCounter ) : System

Méthodes protégées

Méthode	Description
discountImpl ( double t ) : double
forwardImpl ( double t ) : double
zeroYieldImpl ( double t ) : double

Method Details

ForwardRateStructure() public méthode

public ForwardRateStructure ( ) : System
Résultat	System

ForwardRateStructure() public méthode

public ForwardRateStructure ( Date referenceDate, QLNet.Calendar cal, DayCounter dayCounter ) : System
referenceDate	Date
cal	QLNet.Calendar
dayCounter	DayCounter
Résultat	System

ForwardRateStructure() public méthode

public ForwardRateStructure ( DayCounter dayCounter ) : System
dayCounter	DayCounter
Résultat	System

ForwardRateStructure() public méthode

public ForwardRateStructure ( int settlementDays, QLNet.Calendar cal, DayCounter dayCounter ) : System
settlementDays	int
cal	QLNet.Calendar
dayCounter	DayCounter
Résultat	System

discountImpl() protected méthode

protected discountImpl ( double t ) : double
t	double
Résultat	double

forwardImpl() protected abstract méthode

protected abstract forwardImpl ( double t ) : double
t	double
Résultat	double

zeroYieldImpl() protected méthode

protected zeroYieldImpl ( double t ) : double
t	double
Résultat	double