C# Class QLNet.OvernightLeg

Inheritance: QLNet.Cashflows.RateLegBase

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

Méthodes publiques

Méthode	Description
OvernightLeg ( Schedule schedule, QLNet.OvernightIndex overnightIndex ) : System
value ( ) : List
withGearings ( List gearings ) : OvernightLeg
withGearings ( double gearing ) : OvernightLeg
withNotionals ( List notionals ) : OvernightLeg
withNotionals ( double notional ) : OvernightLeg
withPaymentAdjustment ( BusinessDayConvention convention ) : OvernightLeg
withPaymentDayCounter ( DayCounter dayCounter ) : OvernightLeg
withSpreads ( List spreads ) : OvernightLeg
withSpreads ( double spread ) : OvernightLeg

Method Details

OvernightLeg() public méthode

public OvernightLeg ( Schedule schedule, QLNet.OvernightIndex overnightIndex ) : System
schedule	Schedule
overnightIndex	QLNet.OvernightIndex
Résultat	System

value() public méthode

public value ( ) : List
Résultat	List

withGearings() public méthode

public withGearings ( List gearings ) : OvernightLeg
gearings	List
Résultat	OvernightLeg

withGearings() public méthode

public withGearings ( double gearing ) : OvernightLeg
gearing	double
Résultat	OvernightLeg

withNotionals() public méthode

public withNotionals ( List notionals ) : OvernightLeg
notionals	List
Résultat	OvernightLeg

withNotionals() public méthode

public withNotionals ( double notional ) : OvernightLeg
notional	double
Résultat	OvernightLeg

withPaymentAdjustment() public méthode

public withPaymentAdjustment ( BusinessDayConvention convention ) : OvernightLeg
convention	BusinessDayConvention
Résultat	OvernightLeg

withPaymentDayCounter() public méthode

public withPaymentDayCounter ( DayCounter dayCounter ) : OvernightLeg
dayCounter	DayCounter
Résultat	OvernightLeg

withSpreads() public méthode

public withSpreads ( List spreads ) : OvernightLeg
spreads	List
Résultat	OvernightLeg

withSpreads() public méthode

public withSpreads ( double spread ) : OvernightLeg
spread	double
Résultat	OvernightLeg