C# Class QLNet.FixedRateCoupon

Inheritance: Coupon

Mostra file Open project: ammachado/QLNet Class Usage Examples

Public Methods

Method	Description
FixedRateCoupon ( double nominal, Date paymentDate, InterestRate interestRate, Date accrualStartDate, Date accrualEndDate, Date refPeriodStart = null, Date refPeriodEnd = null, double amount = null ) : System
FixedRateCoupon ( double nominal, Date paymentDate, double rate, DayCounter dayCounter, Date accrualStartDate, Date accrualEndDate, Date refPeriodStart = null, Date refPeriodEnd = null, double amount = null ) : System
accruedAmount ( Date d ) : double
amount ( ) : double
dayCounter ( ) : DayCounter
interestRate ( ) : InterestRate
rate ( ) : double

Method Details

FixedRateCoupon() public method

public FixedRateCoupon ( double nominal, Date paymentDate, InterestRate interestRate, Date accrualStartDate, Date accrualEndDate, Date refPeriodStart = null, Date refPeriodEnd = null, double amount = null ) : System
nominal	double
paymentDate	Date
interestRate	InterestRate
accrualStartDate	Date
accrualEndDate	Date
refPeriodStart	Date
refPeriodEnd	Date
amount	double
return	System

FixedRateCoupon() public method

public FixedRateCoupon ( double nominal, Date paymentDate, double rate, DayCounter dayCounter, Date accrualStartDate, Date accrualEndDate, Date refPeriodStart = null, Date refPeriodEnd = null, double amount = null ) : System
nominal	double
paymentDate	Date
rate	double
dayCounter	DayCounter
accrualStartDate	Date
accrualEndDate	Date
refPeriodStart	Date
refPeriodEnd	Date
amount	double
return	System

accruedAmount() public method

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

amount() public method

public amount ( ) : double
return	double

dayCounter() public method

public dayCounter ( ) : DayCounter
return	DayCounter

interestRate() public method

public interestRate ( ) : InterestRate
return	InterestRate

rate() public method

public rate ( ) : double
return	double