C# Class QLNet.InterestRate

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

Méthodes publiques

Méthode	Description
InterestRate ( ) : System
InterestRate ( double r, DayCounter dc, Compounding comp ) : System
InterestRate ( double r, DayCounter dc, Compounding comp, Frequency freq ) : System
ToString ( ) : string
compoundFactor ( Date d1, Date d2 ) : double
compoundFactor ( Date d1, Date d2, Date refStart ) : double
compoundFactor ( Date d1, Date d2, Date refStart, Date refEnd ) : double
compoundFactor ( double t ) : double
compounding ( ) : Compounding
dayCounter ( ) : DayCounter
discountFactor ( Date d1, Date d2 ) : double
discountFactor ( Date d1, Date d2, Date refStart ) : double
discountFactor ( Date d1, Date d2, Date refStart, Date refEnd ) : double
discountFactor ( double t ) : double
equivalentRate ( Date d1, Date d2, DayCounter resultDC, Compounding comp ) : InterestRate
equivalentRate ( Date d1, Date d2, DayCounter resultDC, Compounding comp, Frequency freq ) : InterestRate
equivalentRate ( double t, Compounding comp ) : InterestRate
equivalentRate ( double t, Compounding comp, Frequency freq ) : InterestRate
frequency ( ) : Frequency
impliedRate ( double compound, Date d1, Date d2, DayCounter resultDC, Compounding comp ) : InterestRate
impliedRate ( double compound, Date d1, Date d2, DayCounter resultDC, Compounding comp, Frequency freq ) : InterestRate
impliedRate ( double compound, double t, DayCounter resultDC, Compounding comp ) : InterestRate
impliedRate ( double compound, double t, DayCounter resultDC, Compounding comp, Frequency freq ) : InterestRate
rate ( ) : double
value ( ) : double

Method Details

InterestRate() public méthode

public InterestRate ( ) : System
Résultat	System

InterestRate() public méthode

public InterestRate ( double r, DayCounter dc, Compounding comp ) : System
r	double
dc	DayCounter
comp	Compounding
Résultat	System

InterestRate() public méthode

public InterestRate ( double r, DayCounter dc, Compounding comp, Frequency freq ) : System
r	double
dc	DayCounter
comp	Compounding
freq	Frequency
Résultat	System

ToString() public méthode

public ToString ( ) : string
Résultat	string

compoundFactor() public méthode

public compoundFactor ( Date d1, Date d2 ) : double
d1	Date
d2	Date
Résultat	double

compoundFactor() public méthode

public compoundFactor ( Date d1, Date d2, Date refStart ) : double
d1	Date
d2	Date
refStart	Date
Résultat	double

compoundFactor() public méthode

public compoundFactor ( Date d1, Date d2, Date refStart, Date refEnd ) : double
d1	Date
d2	Date
refStart	Date
refEnd	Date
Résultat	double

compoundFactor() public méthode

public compoundFactor ( double t ) : double
t	double
Résultat	double

compounding() public méthode

public compounding ( ) : Compounding
Résultat	Compounding

dayCounter() public méthode

public dayCounter ( ) : DayCounter
Résultat	DayCounter

discountFactor() public méthode

public discountFactor ( Date d1, Date d2 ) : double
d1	Date
d2	Date
Résultat	double

discountFactor() public méthode

public discountFactor ( Date d1, Date d2, Date refStart ) : double
d1	Date
d2	Date
refStart	Date
Résultat	double

discountFactor() public méthode

public discountFactor ( Date d1, Date d2, Date refStart, Date refEnd ) : double
d1	Date
d2	Date
refStart	Date
refEnd	Date
Résultat	double

discountFactor() public méthode

public discountFactor ( double t ) : double
t	double
Résultat	double

equivalentRate() public méthode

public equivalentRate ( Date d1, Date d2, DayCounter resultDC, Compounding comp ) : InterestRate
d1	Date
d2	Date
resultDC	DayCounter
comp	Compounding
Résultat	InterestRate

equivalentRate() public méthode

public equivalentRate ( Date d1, Date d2, DayCounter resultDC, Compounding comp, Frequency freq ) : InterestRate
d1	Date
d2	Date
resultDC	DayCounter
comp	Compounding
freq	Frequency
Résultat	InterestRate

equivalentRate() public méthode

public equivalentRate ( double t, Compounding comp ) : InterestRate
t	double
comp	Compounding
Résultat	InterestRate

equivalentRate() public méthode

public equivalentRate ( double t, Compounding comp, Frequency freq ) : InterestRate
t	double
comp	Compounding
freq	Frequency
Résultat	InterestRate

frequency() public méthode

public frequency ( ) : Frequency
Résultat	Frequency

impliedRate() public static méthode

public static impliedRate ( double compound, Date d1, Date d2, DayCounter resultDC, Compounding comp ) : InterestRate
compound	double
d1	Date
d2	Date
resultDC	DayCounter
comp	Compounding
Résultat	InterestRate

impliedRate() public static méthode

public static impliedRate ( double compound, Date d1, Date d2, DayCounter resultDC, Compounding comp, Frequency freq ) : InterestRate
compound	double
d1	Date
d2	Date
resultDC	DayCounter
comp	Compounding
freq	Frequency
Résultat	InterestRate

impliedRate() public static méthode

public static impliedRate ( double compound, double t, DayCounter resultDC, Compounding comp ) : InterestRate
compound	double
t	double
resultDC	DayCounter
comp	Compounding
Résultat	InterestRate

impliedRate() public static méthode

public static impliedRate ( double compound, double t, DayCounter resultDC, Compounding comp, Frequency freq ) : InterestRate
compound	double
t	double
resultDC	DayCounter
comp	Compounding
freq	Frequency
Résultat	InterestRate

rate() public méthode

public rate ( ) : double
Résultat	double

value() public méthode

public value ( ) : double
Résultat	double