C# Class QLNet.FloatingLoan

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

Public Methods

Method Description
FloatingLoan ( Type type, double nominal, Schedule floatingSchedule, double floatingSpread, DayCounter floatingDayCount, Schedule principalSchedule, BusinessDayConvention paymentConvention, IborIndex index ) : System.Collections.Generic
floatingLeg ( ) : List
principalLeg ( ) : List

Method Details

FloatingLoan() public method

public FloatingLoan ( Type type, double nominal, Schedule floatingSchedule, double floatingSpread, DayCounter floatingDayCount, Schedule principalSchedule, BusinessDayConvention paymentConvention, IborIndex index ) : System.Collections.Generic
type Type
nominal double
floatingSchedule Schedule
floatingSpread double
floatingDayCount DayCounter
principalSchedule Schedule
paymentConvention BusinessDayConvention
index IborIndex
return System.Collections.Generic

floatingLeg() public method

public floatingLeg ( ) : List
return List

principalLeg() public method

public principalLeg ( ) : List
return List