C# Class QLNet.Cashflows.YoYInflationLeg

Helper class building a sequence of capped/floored yoy inflation coupons. Payoff is: spread + gearing x index.
Inheritance: YoYInflationLegBase
Mostra file Open project: ammachado/QLNet

Public Methods

Method Description
YoYInflationLeg ( Schedule schedule, Calendar cal, YoYInflationIndex index, Period observationLag ) : System.Collections.Generic
value ( ) : List

Method Details

YoYInflationLeg() public method

public YoYInflationLeg ( Schedule schedule, Calendar cal, YoYInflationIndex index, Period observationLag ) : System.Collections.Generic
schedule Schedule
cal Calendar
index YoYInflationIndex
observationLag Period
return System.Collections.Generic

value() public method

public value ( ) : List
return List