C# Class QLNet.YoYInflationCoupon

Coupon paying a YoY-inflation type index
Inheritance: QLNet.InflationCoupon
Afficher le fichier Open project: ammachado/QLNet Class Usage Examples

Protected Properties

Свойство Type Description
gearing_ double
spread_ double

Méthodes publiques

Méthode Description
YoYInflationCoupon ( QLNet.Date paymentDate, double nominal, QLNet.Date startDate, QLNet.Date endDate, int fixingDays, QLNet.YoYInflationIndex yoyIndex, Period observationLag, DayCounter dayCounter ) : QLNet.Time
YoYInflationCoupon ( QLNet.Date paymentDate, double nominal, QLNet.Date startDate, QLNet.Date endDate, int fixingDays, QLNet.YoYInflationIndex yoyIndex, Period observationLag, DayCounter dayCounter, double gearing, double spread, QLNet.Date refPeriodStart, QLNet.Date refPeriodEnd ) : QLNet.Time
adjustedFixing ( ) : double
gearing ( ) : double

index gearing, i.e. multiplicative coefficient for the index
spread ( ) : double

spread paid over the fixing of the underlying index
yoyIndex ( ) : QLNet.YoYInflationIndex

Méthodes protégées

Méthode Description
checkPricerImpl ( InflationCouponPricer i ) : bool

Method Details

YoYInflationCoupon() public méthode

public YoYInflationCoupon ( QLNet.Date paymentDate, double nominal, QLNet.Date startDate, QLNet.Date endDate, int fixingDays, QLNet.YoYInflationIndex yoyIndex, Period observationLag, DayCounter dayCounter ) : QLNet.Time
paymentDate QLNet.Date
nominal double
startDate QLNet.Date
endDate QLNet.Date
fixingDays int
yoyIndex QLNet.YoYInflationIndex
observationLag Period
dayCounter DayCounter
Résultat QLNet.Time

YoYInflationCoupon() public méthode

public YoYInflationCoupon ( QLNet.Date paymentDate, double nominal, QLNet.Date startDate, QLNet.Date endDate, int fixingDays, QLNet.YoYInflationIndex yoyIndex, Period observationLag, DayCounter dayCounter, double gearing, double spread, QLNet.Date refPeriodStart, QLNet.Date refPeriodEnd ) : QLNet.Time
paymentDate QLNet.Date
nominal double
startDate QLNet.Date
endDate QLNet.Date
fixingDays int
yoyIndex QLNet.YoYInflationIndex
observationLag Period
dayCounter DayCounter
gearing double
spread double
refPeriodStart QLNet.Date
refPeriodEnd QLNet.Date
Résultat QLNet.Time

adjustedFixing() public méthode

public adjustedFixing ( ) : double
Résultat double

checkPricerImpl() protected méthode

protected checkPricerImpl ( InflationCouponPricer i ) : bool
i InflationCouponPricer
Résultat bool

gearing() public méthode

index gearing, i.e. multiplicative coefficient for the index
public gearing ( ) : double
Résultat double

spread() public méthode

spread paid over the fixing of the underlying index
public spread ( ) : double
Résultat double

yoyIndex() public méthode

public yoyIndex ( ) : QLNet.YoYInflationIndex
Résultat QLNet.YoYInflationIndex

Property Details

gearing_ protected_oe property

protected double gearing_
Résultat double

spread_ protected_oe property

protected double spread_
Résultat double