C# Class QLNet.ForwardRateStructure

Inheritance: QLNet.YieldTermStructure

Mostra file Open project: ammachado/QLNet

Public Methods

Method	Description
ForwardRateStructure ( ) : System
ForwardRateStructure ( Date referenceDate, QLNet.Calendar cal, DayCounter dayCounter ) : System
ForwardRateStructure ( DayCounter dayCounter ) : System
ForwardRateStructure ( int settlementDays, QLNet.Calendar cal, DayCounter dayCounter ) : System

Protected Methods

Method	Description
discountImpl ( double t ) : double
forwardImpl ( double t ) : double
zeroYieldImpl ( double t ) : double

Method Details

ForwardRateStructure() public method

public ForwardRateStructure ( ) : System
return	System

ForwardRateStructure() public method

public ForwardRateStructure ( Date referenceDate, QLNet.Calendar cal, DayCounter dayCounter ) : System
referenceDate	Date
cal	QLNet.Calendar
dayCounter	DayCounter
return	System

ForwardRateStructure() public method

public ForwardRateStructure ( DayCounter dayCounter ) : System
dayCounter	DayCounter
return	System

ForwardRateStructure() public method

public ForwardRateStructure ( int settlementDays, QLNet.Calendar cal, DayCounter dayCounter ) : System
settlementDays	int
cal	QLNet.Calendar
dayCounter	DayCounter
return	System

discountImpl() protected method

protected discountImpl ( double t ) : double
t	double
return	double

forwardImpl() protected abstract method

protected abstract forwardImpl ( double t ) : double
t	double
return	double

zeroYieldImpl() protected method

protected zeroYieldImpl ( double t ) : double
t	double
return	double