C# Class QLNet.DefaultProbabilityTermStructure

Inheritance: QLNet.TermStructure

Mostra file Open project: ammachado/QLNet

Public Methods

Method	Description
DefaultProbabilityTermStructure ( ) : System
DefaultProbabilityTermStructure ( Date referenceDate ) : System
DefaultProbabilityTermStructure ( Date referenceDate, QLNet.Calendar cal ) : System
DefaultProbabilityTermStructure ( Date referenceDate, QLNet.Calendar cal, DayCounter dc ) : System
DefaultProbabilityTermStructure ( DayCounter dc ) : System
DefaultProbabilityTermStructure ( int settlementDays, QLNet.Calendar cal ) : System
DefaultProbabilityTermStructure ( int settlementDays, QLNet.Calendar cal, DayCounter dc ) : System
defaultDensity ( Date d ) : double
defaultDensity ( Date d, bool extrapolate ) : double
defaultDensity ( double t ) : double
defaultDensity ( double t, bool extrapolate ) : double
defaultProbability ( Date d ) : double
defaultProbability ( Date d1, Date d2 ) : double
defaultProbability ( Date d1, Date d2, bool extrapolate ) : double
defaultProbability ( Date d, bool extrapolate ) : double
defaultProbability ( double t ) : double
defaultProbability ( double t, bool extrapolate ) : double
defaultProbability ( double t1, double t2 ) : double
defaultProbability ( double t1, double t2, bool extrapolate ) : double
hazardRate ( Date d ) : double
hazardRate ( Date d, bool extrapolate ) : double
hazardRate ( double t ) : double
hazardRate ( double t, bool extrapolate ) : double
survivalProbability ( Date d ) : double
survivalProbability ( Date d, bool extrapolate ) : double
survivalProbability ( double t ) : double
survivalProbability ( double t, bool extrapolate ) : double

Protected Methods

Method	Description
defaultDensityImpl ( double NamelessParameter ) : double
hazardRateImpl ( double NamelessParameter ) : double
survivalProbabilityImpl ( double NamelessParameter ) : double

Method Details

DefaultProbabilityTermStructure() public method

public DefaultProbabilityTermStructure ( ) : System
return	System

DefaultProbabilityTermStructure() public method

public DefaultProbabilityTermStructure ( Date referenceDate ) : System
referenceDate	Date
return	System

DefaultProbabilityTermStructure() public method

public DefaultProbabilityTermStructure ( Date referenceDate, QLNet.Calendar cal ) : System
referenceDate	Date
cal	QLNet.Calendar
return	System

DefaultProbabilityTermStructure() public method

public DefaultProbabilityTermStructure ( Date referenceDate, QLNet.Calendar cal, DayCounter dc ) : System
referenceDate	Date
cal	QLNet.Calendar
dc	DayCounter
return	System

DefaultProbabilityTermStructure() public method

public DefaultProbabilityTermStructure ( DayCounter dc ) : System
dc	DayCounter
return	System

DefaultProbabilityTermStructure() public method

public DefaultProbabilityTermStructure ( int settlementDays, QLNet.Calendar cal ) : System
settlementDays	int
cal	QLNet.Calendar
return	System

DefaultProbabilityTermStructure() public method

public DefaultProbabilityTermStructure ( int settlementDays, QLNet.Calendar cal, DayCounter dc ) : System
settlementDays	int
cal	QLNet.Calendar
dc	DayCounter
return	System

defaultDensity() public method

public defaultDensity ( Date d ) : double
d	Date
return	double

defaultDensity() public method

public defaultDensity ( Date d, bool extrapolate ) : double
d	Date
extrapolate	bool
return	double

defaultDensity() public method

public defaultDensity ( double t ) : double
t	double
return	double

defaultDensity() public method

public defaultDensity ( double t, bool extrapolate ) : double
t	double
extrapolate	bool
return	double

defaultDensityImpl() protected method

protected defaultDensityImpl ( double NamelessParameter ) : double
NamelessParameter	double
return	double

defaultProbability() public method

public defaultProbability ( Date d ) : double
d	Date
return	double

defaultProbability() public method

public defaultProbability ( Date d1, Date d2 ) : double
d1	Date
d2	Date
return	double

defaultProbability() public method

public defaultProbability ( Date d1, Date d2, bool extrapolate ) : double
d1	Date
d2	Date
extrapolate	bool
return	double

defaultProbability() public method

public defaultProbability ( Date d, bool extrapolate ) : double
d	Date
extrapolate	bool
return	double

defaultProbability() public method

public defaultProbability ( double t ) : double
t	double
return	double

defaultProbability() public method

public defaultProbability ( double t, bool extrapolate ) : double
t	double
extrapolate	bool
return	double

defaultProbability() public method

public defaultProbability ( double t1, double t2 ) : double
t1	double
t2	double
return	double

defaultProbability() public method

public defaultProbability ( double t1, double t2, bool extrapolate ) : double
t1	double
t2	double
extrapolate	bool
return	double

hazardRate() public method

public hazardRate ( Date d ) : double
d	Date
return	double

hazardRate() public method

public hazardRate ( Date d, bool extrapolate ) : double
d	Date
extrapolate	bool
return	double

hazardRate() public method

public hazardRate ( double t ) : double
t	double
return	double

hazardRate() public method

public hazardRate ( double t, bool extrapolate ) : double
t	double
extrapolate	bool
return	double

hazardRateImpl() protected method

protected hazardRateImpl ( double NamelessParameter ) : double
NamelessParameter	double
return	double

survivalProbability() public method

public survivalProbability ( Date d ) : double
d	Date
return	double

survivalProbability() public method

public survivalProbability ( Date d, bool extrapolate ) : double
d	Date
extrapolate	bool
return	double

survivalProbability() public method

public survivalProbability ( double t ) : double
t	double
return	double

survivalProbability() public method

public survivalProbability ( double t, bool extrapolate ) : double
t	double
extrapolate	bool
return	double

survivalProbabilityImpl() protected method

protected survivalProbabilityImpl ( double NamelessParameter ) : double
NamelessParameter	double
return	double