C# Class QLNet.BMAIndex

Inheritance: InterestRateIndex

Mostra file Open project: ammachado/QLNet Class Usage Examples

Protected Properties

Property	Type	Description
termStructure_	Handle

Public Methods

Method	Description
BMAIndex ( ) : System
BMAIndex ( Handle h ) : System
fixingSchedule ( Date start, Date end ) : Schedule
forwardingTermStructure ( ) : Handle
isValidFixingDate ( Date fixingDate ) : bool
maturityDate ( Date valueDate ) : Date
name ( ) : string

Protected Methods

Method	Description
forecastFixing ( Date fixingDate ) : double

Method Details

BMAIndex() public method

public BMAIndex ( ) : System
return	System

BMAIndex() public method

public BMAIndex ( Handle h ) : System
h	Handle
return	System

fixingSchedule() public method

public fixingSchedule ( Date start, Date end ) : Schedule
start	Date
end	Date
return	Schedule

forecastFixing() protected method

protected forecastFixing ( Date fixingDate ) : double
fixingDate	Date
return	double

forwardingTermStructure() public method

public forwardingTermStructure ( ) : Handle
return	Handle

isValidFixingDate() public method

public isValidFixingDate ( Date fixingDate ) : bool
fixingDate	Date
return	bool

maturityDate() public method

public maturityDate ( Date valueDate ) : Date
valueDate	Date
return	Date

name() public method

public name ( ) : string
return	string

Property Details

termStructure_ protected_oe property

protected Handle termStructure_
return	Handle