C# Class QLNet.CappedFlooredYoYInflationCoupon

Inheritance: YoYInflationCoupon

Mostra file Open project: ammachado/QLNet

Protected Properties

Property	Type	Description
cap_	double
isFloored_	bool
underlying_	YoYInflationCoupon

Public Methods

Method	Description
CappedFlooredYoYInflationCoupon ( Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, QLNet.YoYInflationIndex index, Period observationLag, DayCounter dayCounter ) : System
CappedFlooredYoYInflationCoupon ( Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, QLNet.YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd ) : System
CappedFlooredYoYInflationCoupon ( YoYInflationCoupon underlying ) : System
CappedFlooredYoYInflationCoupon ( YoYInflationCoupon underlying, double cap, double floor ) : System
cap ( ) : double?
effectiveCap ( ) : double
effectiveFloor ( ) : double
floor ( ) : double?
isCapped ( ) : bool
isFloored ( ) : bool
rate ( ) : double
setPricer ( YoYInflationCouponPricer pricer ) : void
update ( ) : void

Protected Methods

Method	Description
setCommon ( double cap, double floor ) : void

Method Details

CappedFlooredYoYInflationCoupon() public method

public CappedFlooredYoYInflationCoupon ( Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, QLNet.YoYInflationIndex index, Period observationLag, DayCounter dayCounter ) : System
paymentDate	Date
nominal	double
startDate	Date
endDate	Date
fixingDays	int
index	QLNet.YoYInflationIndex
observationLag	Period
dayCounter	DayCounter
return	System

CappedFlooredYoYInflationCoupon() public method

public CappedFlooredYoYInflationCoupon ( Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, QLNet.YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd ) : System
paymentDate	Date
nominal	double
startDate	Date
endDate	Date
fixingDays	int
index	QLNet.YoYInflationIndex
observationLag	Period
dayCounter	DayCounter
gearing	double
spread	double
cap	double
floor	double
refPeriodStart	Date
refPeriodEnd	Date
return	System

CappedFlooredYoYInflationCoupon() public method

public CappedFlooredYoYInflationCoupon ( YoYInflationCoupon underlying ) : System
underlying	YoYInflationCoupon
return	System

CappedFlooredYoYInflationCoupon() public method

public CappedFlooredYoYInflationCoupon ( YoYInflationCoupon underlying, double cap, double floor ) : System
underlying	YoYInflationCoupon
cap	double
floor	double
return	System

cap() public method

public cap ( ) : double?
return	double?

effectiveCap() public method

public effectiveCap ( ) : double
return	double

effectiveFloor() public method

public effectiveFloor ( ) : double
return	double

floor() public method

public floor ( ) : double?
return	double?

isCapped() public method

public isCapped ( ) : bool
return	bool

isFloored() public method

public isFloored ( ) : bool
return	bool

rate() public method

public rate ( ) : double
return	double

setCommon() protected method

protected setCommon ( double cap, double floor ) : void
cap	double
floor	double
return	void

setPricer() public method

public setPricer ( YoYInflationCouponPricer pricer ) : void
pricer	YoYInflationCouponPricer
return	void

update() public method

public update ( ) : void
return	void

Property Details

cap_ protected_oe property

protected double cap_
return	double

isFloored_ protected_oe property

protected bool isFloored_
return	bool

underlying_ protected_oe property

protected YoYInflationCoupon,QLNet underlying_
return	YoYInflationCoupon