C# Class QLNet.IborIndex

Inheritance: InterestRateIndex

Afficher le fichier Open project: ammachado/QLNet Class Usage Examples

Méthodes publiques

Méthode	Description
IborIndex ( ) : System
IborIndex ( string familyName, Period tenor, int settlementDays, Currency currency, QLNet.Calendar fixingCalendar, BusinessDayConvention convention, bool endOfMonth, QLNet.DayCounter dayCounter ) : System
IborIndex ( string familyName, Period tenor, int settlementDays, Currency currency, QLNet.Calendar fixingCalendar, BusinessDayConvention convention, bool endOfMonth, QLNet.DayCounter dayCounter, Handle h ) : System
clone ( Handle forwarding ) : IborIndex	Returns a copy of itself linked to a different forwarding curve.
maturityDate ( Date valueDate ) : Date

Méthodes protégées

Méthode	Description
forecastFixing ( Date fixingDate ) : double

Private Methods

Méthode	Description
businessDayConvention ( ) : BusinessDayConvention
endOfMonth ( ) : bool
forwardingTermStructure ( ) : Handle

Method Details

IborIndex() public méthode

public IborIndex ( ) : System
Résultat	System

IborIndex() public méthode

public IborIndex ( string familyName, Period tenor, int settlementDays, Currency currency, QLNet.Calendar fixingCalendar, BusinessDayConvention convention, bool endOfMonth, QLNet.DayCounter dayCounter ) : System
familyName	string
tenor	Period
settlementDays	int
currency	Currency
fixingCalendar	QLNet.Calendar
convention	BusinessDayConvention
endOfMonth	bool
dayCounter	QLNet.DayCounter
Résultat	System

IborIndex() public méthode

public IborIndex ( string familyName, Period tenor, int settlementDays, Currency currency, QLNet.Calendar fixingCalendar, BusinessDayConvention convention, bool endOfMonth, QLNet.DayCounter dayCounter, Handle h ) : System
familyName	string
tenor	Period
settlementDays	int
currency	Currency
fixingCalendar	QLNet.Calendar
convention	BusinessDayConvention
endOfMonth	bool
dayCounter	QLNet.DayCounter
h	Handle
Résultat	System

clone() public méthode

Returns a copy of itself linked to a different forwarding curve.

public clone ( Handle forwarding ) : IborIndex
forwarding	Handle
Résultat	IborIndex

forecastFixing() protected méthode

protected forecastFixing ( Date fixingDate ) : double
fixingDate	Date
Résultat	double

maturityDate() public méthode

public maturityDate ( Date valueDate ) : Date
valueDate	Date
Résultat	Date