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 |
Méthode | Description | |
---|---|---|
discountImpl ( double t ) : double | ||
zeroYieldImpl ( double t ) : double |
public ZeroYieldStructure ( Date referenceDate, QLNet.Calendar calendar, DayCounter dc ) : System | ||
referenceDate | Date | |
calendar | QLNet.Calendar | |
dc | DayCounter | |
Résultat | System |
public ZeroYieldStructure ( DayCounter dc ) : System | ||
dc | DayCounter | |
Résultat | System |
public ZeroYieldStructure ( int settlementDays, QLNet.Calendar c, DayCounter dc ) : System | ||
settlementDays | int | |
c | QLNet.Calendar | |
dc | DayCounter | |
Résultat | System |
protected discountImpl ( double t ) : double | ||
t | double | |
Résultat | double |
protected abstract zeroYieldImpl ( double t ) : double | ||
t | double | |
Résultat | double |