C# Class QLNet.DigitalIborCoupon

Inheritance: DigitalCoupon

Mostra file Open project: ammachado/QLNet Class Usage Examples

Public Methods

Method	Description
DigitalIborCoupon ( ) : System
DigitalIborCoupon ( QLNet.IborCoupon underlying, double callStrike = null, Position callPosition = Position.Type.Long, bool isCallATMIncluded = false, double callDigitalPayoff = null, double putStrike = null, Position putPosition = Position.Type.Long, bool isPutATMIncluded = false, double putDigitalPayoff = null, QLNet.DigitalReplication replication = null ) : System
factory ( QLNet.IborCoupon underlying, double callStrike, Position callPosition, bool isCallATMIncluded, double callDigitalPayoff, double putStrike, Position putPosition, bool isPutATMIncluded, double putDigitalPayoff, QLNet.DigitalReplication replication ) : CashFlow

Method Details

DigitalIborCoupon() public method

public DigitalIborCoupon ( ) : System
return	System

DigitalIborCoupon() public method

public DigitalIborCoupon ( QLNet.IborCoupon underlying, double callStrike = null, Position callPosition = Position.Type.Long, bool isCallATMIncluded = false, double callDigitalPayoff = null, double putStrike = null, Position putPosition = Position.Type.Long, bool isPutATMIncluded = false, double putDigitalPayoff = null, QLNet.DigitalReplication replication = null ) : System
underlying	QLNet.IborCoupon
callStrike	double
callPosition	Position
isCallATMIncluded	bool
callDigitalPayoff	double
putStrike	double
putPosition	Position
isPutATMIncluded	bool
putDigitalPayoff	double
replication	QLNet.DigitalReplication
return	System

factory() public method

public factory ( QLNet.IborCoupon underlying, double callStrike, Position callPosition, bool isCallATMIncluded, double callDigitalPayoff, double putStrike, Position putPosition, bool isPutATMIncluded, double putDigitalPayoff, QLNet.DigitalReplication replication ) : CashFlow
underlying	QLNet.IborCoupon
callStrike	double
callPosition	Position
isCallATMIncluded	bool
callDigitalPayoff	double
putStrike	double
putPosition	Position
isPutATMIncluded	bool
putDigitalPayoff	double
replication	QLNet.DigitalReplication
return	CashFlow