C# Class QLNet.CmsCoupon

Inheritance: QLNet.FloatingRateCoupon
Mostra file Open project: ammachado/QLNet Class Usage Examples

Public Methods

Method Description
CmsCoupon ( ) : System
CmsCoupon ( double nominal, Date paymentDate, Date startDate, Date endDate, int fixingDays, QLNet.SwapIndex swapIndex, double gearing = 1.0, double spread = 0.0, Date refPeriodStart = null, Date refPeriodEnd = null, DayCounter dayCounter = null, bool isInArrears = false ) : System
swapIndex ( ) : QLNet.SwapIndex

Method Details

CmsCoupon() public method

public CmsCoupon ( ) : System
return System

CmsCoupon() public method

public CmsCoupon ( double nominal, Date paymentDate, Date startDate, Date endDate, int fixingDays, QLNet.SwapIndex swapIndex, double gearing = 1.0, double spread = 0.0, Date refPeriodStart = null, Date refPeriodEnd = null, DayCounter dayCounter = null, bool isInArrears = false ) : System
nominal double
paymentDate Date
startDate Date
endDate Date
fixingDays int
swapIndex QLNet.SwapIndex
gearing double
spread double
refPeriodStart Date
refPeriodEnd Date
dayCounter DayCounter
isInArrears bool
return System

swapIndex() public method

public swapIndex ( ) : QLNet.SwapIndex
return QLNet.SwapIndex