C# Class QLNet.IndexedCashFlow

Cash flow dependent on an index ratio. This cash flow is not a coupon, i.e., there's no accrual. The amount is either i(T)/i(0) or i(T)/i(0) - 1, depending on the growthOnly parameter. We expect this to be used inside an instrument that does all the date adjustment etc., so this takes just dates and does not change them. growthOnly = false means i(T)/i(0), which is a bond-type setting. growthOnly = true means i(T)/i(0) - 1, which is a swap-type setting.

Inheritance: CashFlow

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

Méthodes publiques

Méthode	Description
IndexedCashFlow ( double notional, Index index, QLNet.Date baseDate, QLNet.Date fixingDate, QLNet.Date paymentDate )
IndexedCashFlow ( double notional, Index index, QLNet.Date baseDate, QLNet.Date fixingDate, QLNet.Date paymentDate, bool growthOnly )
amount ( ) : double
baseDate ( ) : QLNet.Date
fixingDate ( ) : QLNet.Date
growthOnly ( ) : bool
index ( ) : Index
notional ( ) : double

Method Details

IndexedCashFlow() public méthode

public IndexedCashFlow ( double notional, Index index, QLNet.Date baseDate, QLNet.Date fixingDate, QLNet.Date paymentDate )
notional	double
index	Index
baseDate	QLNet.Date
fixingDate	QLNet.Date
paymentDate	QLNet.Date

IndexedCashFlow() public méthode

public IndexedCashFlow ( double notional, Index index, QLNet.Date baseDate, QLNet.Date fixingDate, QLNet.Date paymentDate, bool growthOnly )
notional	double
index	Index
baseDate	QLNet.Date
fixingDate	QLNet.Date
paymentDate	QLNet.Date
growthOnly	bool

amount() public méthode

public amount ( ) : double
Résultat	double

baseDate() public méthode

public baseDate ( ) : QLNet.Date
Résultat	QLNet.Date

fixingDate() public méthode

public fixingDate ( ) : QLNet.Date
Résultat	QLNet.Date

growthOnly() public méthode

public growthOnly ( ) : bool
Résultat	bool

index() public méthode

public index ( ) : Index
Résultat	Index

notional() public méthode

public notional ( ) : double
Résultat	double