C# Class QLNet.MultiplicativePriceSeasonality

Inheritance: Seasonality

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

Méthodes publiques

Méthode	Description
MultiplicativePriceSeasonality ( ) : System
MultiplicativePriceSeasonality ( Date seasonalityBaseDate, Frequency frequency, List seasonalityFactors ) : System
correctYoYRate ( Date d, double r, QLNet.InflationTermStructure iTS ) : double
correctZeroRate ( Date d, double r, QLNet.InflationTermStructure iTS ) : double
frequency ( ) : Frequency
isConsistent ( QLNet.InflationTermStructure iTS ) : bool
seasonalityBaseDate ( ) : Date
seasonalityFactor ( Date to ) : double
seasonalityFactors ( ) : List
set ( Date seasonalityBaseDate, Frequency frequency, List seasonalityFactors ) : void

Méthodes protégées

Méthode	Description
seasonalityCorrection ( double rate, Date atDate, DayCounter dc, Date curveBaseDate, bool isZeroRate ) : double
validate ( ) : void

Method Details

MultiplicativePriceSeasonality() public méthode

public MultiplicativePriceSeasonality ( ) : System
Résultat	System

MultiplicativePriceSeasonality() public méthode

public MultiplicativePriceSeasonality ( Date seasonalityBaseDate, Frequency frequency, List seasonalityFactors ) : System
seasonalityBaseDate	Date
frequency	Frequency
seasonalityFactors	List
Résultat	System

correctYoYRate() public méthode

public correctYoYRate ( Date d, double r, QLNet.InflationTermStructure iTS ) : double
d	Date
r	double
iTS	QLNet.InflationTermStructure
Résultat	double

correctZeroRate() public méthode

public correctZeroRate ( Date d, double r, QLNet.InflationTermStructure iTS ) : double
d	Date
r	double
iTS	QLNet.InflationTermStructure
Résultat	double

frequency() public méthode

public frequency ( ) : Frequency
Résultat	Frequency

isConsistent() public méthode

public isConsistent ( QLNet.InflationTermStructure iTS ) : bool
iTS	QLNet.InflationTermStructure
Résultat	bool

seasonalityBaseDate() public méthode

public seasonalityBaseDate ( ) : Date
Résultat	Date

seasonalityCorrection() protected méthode

protected seasonalityCorrection ( double rate, Date atDate, DayCounter dc, Date curveBaseDate, bool isZeroRate ) : double
rate	double
atDate	Date
dc	DayCounter
curveBaseDate	Date
isZeroRate	bool
Résultat	double

seasonalityFactor() public méthode

public seasonalityFactor ( Date to ) : double
to	Date
Résultat	double

seasonalityFactors() public méthode

public seasonalityFactors ( ) : List
Résultat	List

set() public méthode

public set ( Date seasonalityBaseDate, Frequency frequency, List seasonalityFactors ) : void
seasonalityBaseDate	Date
frequency	Frequency
seasonalityFactors	List
Résultat	void

validate() protected méthode

protected validate ( ) : void
Résultat	void