C# Class QLNet.DigitalIborLeg

Mostra file Open project: ammachado/QLNet

Public Methods

Method	Description
DigitalIborLeg ( Schedule schedule, IborIndex index ) : System
inArrears ( ) : DigitalIborLeg
inArrears ( bool flag ) : DigitalIborLeg
value ( ) : List
withCallATM ( ) : DigitalIborLeg
withCallATM ( bool flag ) : DigitalIborLeg
withCallPayoffs ( List payoffs ) : DigitalIborLeg
withCallPayoffs ( double payoff ) : DigitalIborLeg
withCallStrikes ( List strikes ) : DigitalIborLeg
withCallStrikes ( double strike ) : DigitalIborLeg
withFixingDays ( List fixingDays ) : DigitalIborLeg
withFixingDays ( int fixingDays ) : DigitalIborLeg
withGearings ( List gearings ) : DigitalIborLeg
withGearings ( double gearing ) : DigitalIborLeg
withLongCallOption ( Position type ) : DigitalIborLeg
withLongPutOption ( Position type ) : DigitalIborLeg
withNotionals ( List notionals ) : DigitalIborLeg
withNotionals ( double notional ) : DigitalIborLeg
withPaymentAdjustment ( BusinessDayConvention convention ) : DigitalIborLeg
withPaymentDayCounter ( DayCounter dayCounter ) : DigitalIborLeg
withPutATM ( ) : DigitalIborLeg
withPutATM ( bool flag ) : DigitalIborLeg
withPutPayoffs ( List payoffs ) : DigitalIborLeg
withPutPayoffs ( double payoff ) : DigitalIborLeg
withPutStrikes ( List strikes ) : DigitalIborLeg
withPutStrikes ( double strike ) : DigitalIborLeg
withReplication ( ) : DigitalIborLeg
withReplication ( QLNet.DigitalReplication replication ) : DigitalIborLeg
withSpreads ( List spreads ) : DigitalIborLeg
withSpreads ( double spread ) : DigitalIborLeg

Method Details

DigitalIborLeg() public method

public DigitalIborLeg ( Schedule schedule, IborIndex index ) : System
schedule	Schedule
index	IborIndex
return	System

inArrears() public method

public inArrears ( ) : DigitalIborLeg
return	DigitalIborLeg

inArrears() public method

public inArrears ( bool flag ) : DigitalIborLeg
flag	bool
return	DigitalIborLeg

value() public method

public value ( ) : List
return	List

withCallATM() public method

public withCallATM ( ) : DigitalIborLeg
return	DigitalIborLeg

withCallATM() public method

public withCallATM ( bool flag ) : DigitalIborLeg
flag	bool
return	DigitalIborLeg

withCallPayoffs() public method

public withCallPayoffs ( List payoffs ) : DigitalIborLeg
payoffs	List
return	DigitalIborLeg

withCallPayoffs() public method

public withCallPayoffs ( double payoff ) : DigitalIborLeg
payoff	double
return	DigitalIborLeg

withCallStrikes() public method

public withCallStrikes ( List strikes ) : DigitalIborLeg
strikes	List
return	DigitalIborLeg

withCallStrikes() public method

public withCallStrikes ( double strike ) : DigitalIborLeg
strike	double
return	DigitalIborLeg

withFixingDays() public method

public withFixingDays ( List fixingDays ) : DigitalIborLeg
fixingDays	List
return	DigitalIborLeg

withFixingDays() public method

public withFixingDays ( int fixingDays ) : DigitalIborLeg
fixingDays	int
return	DigitalIborLeg

withGearings() public method

public withGearings ( List gearings ) : DigitalIborLeg
gearings	List
return	DigitalIborLeg

withGearings() public method

public withGearings ( double gearing ) : DigitalIborLeg
gearing	double
return	DigitalIborLeg

withLongCallOption() public method

public withLongCallOption ( Position type ) : DigitalIborLeg
type	Position
return	DigitalIborLeg

withLongPutOption() public method

public withLongPutOption ( Position type ) : DigitalIborLeg
type	Position
return	DigitalIborLeg

withNotionals() public method

public withNotionals ( List notionals ) : DigitalIborLeg
notionals	List
return	DigitalIborLeg

withNotionals() public method

public withNotionals ( double notional ) : DigitalIborLeg
notional	double
return	DigitalIborLeg

withPaymentAdjustment() public method

public withPaymentAdjustment ( BusinessDayConvention convention ) : DigitalIborLeg
convention	BusinessDayConvention
return	DigitalIborLeg

withPaymentDayCounter() public method

public withPaymentDayCounter ( DayCounter dayCounter ) : DigitalIborLeg
dayCounter	DayCounter
return	DigitalIborLeg

withPutATM() public method

public withPutATM ( ) : DigitalIborLeg
return	DigitalIborLeg

withPutATM() public method

public withPutATM ( bool flag ) : DigitalIborLeg
flag	bool
return	DigitalIborLeg

withPutPayoffs() public method

public withPutPayoffs ( List payoffs ) : DigitalIborLeg
payoffs	List
return	DigitalIborLeg

withPutPayoffs() public method

public withPutPayoffs ( double payoff ) : DigitalIborLeg
payoff	double
return	DigitalIborLeg

withPutStrikes() public method

public withPutStrikes ( List strikes ) : DigitalIborLeg
strikes	List
return	DigitalIborLeg

withPutStrikes() public method

public withPutStrikes ( double strike ) : DigitalIborLeg
strike	double
return	DigitalIborLeg

withReplication() public method

public withReplication ( ) : DigitalIborLeg
return	DigitalIborLeg

withReplication() public method

public withReplication ( QLNet.DigitalReplication replication ) : DigitalIborLeg
replication	QLNet.DigitalReplication
return	DigitalIborLeg

withSpreads() public method

public withSpreads ( List spreads ) : DigitalIborLeg
spreads	List
return	DigitalIborLeg

withSpreads() public method

public withSpreads ( double spread ) : DigitalIborLeg
spread	double
return	DigitalIborLeg