C# Class QLNet.ZeroYieldStructure

Inheritance: QLNet.YieldTermStructure
Afficher le fichier Open project: ammachado/QLNet

Méthodes publiques

Méthode Description
ZeroYieldStructure ( ) : System
ZeroYieldStructure ( Date referenceDate, QLNet.Calendar calendar, DayCounter dc ) : System
ZeroYieldStructure ( DayCounter dc ) : System
ZeroYieldStructure ( int settlementDays, QLNet.Calendar c, DayCounter dc ) : System

Méthodes protégées

Méthode Description
discountImpl ( double t ) : double
zeroYieldImpl ( double t ) : double

Method Details

ZeroYieldStructure() public méthode

public ZeroYieldStructure ( ) : System
Résultat System

ZeroYieldStructure() public méthode

public ZeroYieldStructure ( Date referenceDate, QLNet.Calendar calendar, DayCounter dc ) : System
referenceDate Date
calendar QLNet.Calendar
dc DayCounter
Résultat System

ZeroYieldStructure() public méthode

public ZeroYieldStructure ( DayCounter dc ) : System
dc DayCounter
Résultat System

ZeroYieldStructure() public méthode

public ZeroYieldStructure ( int settlementDays, QLNet.Calendar c, DayCounter dc ) : System
settlementDays int
c QLNet.Calendar
dc DayCounter
Résultat System

discountImpl() protected méthode

protected discountImpl ( double t ) : double
t double
Résultat double

zeroYieldImpl() protected abstract méthode

protected abstract zeroYieldImpl ( double t ) : double
t double
Résultat double