C# Class TestSuite.T_SwaptionVolatilityMatrix.CommonVars

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Méthodes publiques

Свойство	Type	Description
atm	AtmVolatility
atmVolMatrix	RelinkableHandle
conventions	SwaptionMarketConventions
termStructure	RelinkableHandle

Méthodes publiques

Méthode	Description
CommonVars ( ) : System
makeCoherenceTest ( string description, SwaptionVolatilityDiscrete vol ) : void
makeObservabilityTest ( string description, QLNet.SwaptionVolatilityStructure vol, bool mktDataFloating, bool referenceDateFloating ) : void

Method Details

CommonVars() public méthode

public CommonVars ( ) : System
Résultat	System

makeCoherenceTest() public méthode

public makeCoherenceTest ( string description, SwaptionVolatilityDiscrete vol ) : void
description	string
vol	QLNet.SwaptionVolatilityDiscrete
Résultat	void

makeObservabilityTest() public méthode

public makeObservabilityTest ( string description, QLNet.SwaptionVolatilityStructure vol, bool mktDataFloating, bool referenceDateFloating ) : void
description	string
vol	QLNet.SwaptionVolatilityStructure
mktDataFloating	bool
referenceDateFloating	bool
Résultat	void

Property Details

atm public_oe property

public AtmVolatility atm
Résultat	AtmVolatility

atmVolMatrix public_oe property

public RelinkableHandle atmVolMatrix
Résultat	RelinkableHandle

conventions public_oe property

public SwaptionMarketConventions conventions
Résultat	SwaptionMarketConventions

termStructure public_oe property

public RelinkableHandle termStructure
Résultat	RelinkableHandle