C# Class QLNet.InterestRate

Mostra file Open project: ammachado/QLNet Class Usage Examples

Public Methods

Method	Description
InterestRate ( ) : System
InterestRate ( double r, DayCounter dc, Compounding comp ) : System
InterestRate ( double r, DayCounter dc, Compounding comp, Frequency freq ) : System
ToString ( ) : string
compoundFactor ( Date d1, Date d2 ) : double
compoundFactor ( Date d1, Date d2, Date refStart ) : double
compoundFactor ( Date d1, Date d2, Date refStart, Date refEnd ) : double
compoundFactor ( double t ) : double
compounding ( ) : Compounding
dayCounter ( ) : DayCounter
discountFactor ( Date d1, Date d2 ) : double
discountFactor ( Date d1, Date d2, Date refStart ) : double
discountFactor ( Date d1, Date d2, Date refStart, Date refEnd ) : double
discountFactor ( double t ) : double
equivalentRate ( Date d1, Date d2, DayCounter resultDC, Compounding comp ) : InterestRate
equivalentRate ( Date d1, Date d2, DayCounter resultDC, Compounding comp, Frequency freq ) : InterestRate
equivalentRate ( double t, Compounding comp ) : InterestRate
equivalentRate ( double t, Compounding comp, Frequency freq ) : InterestRate
frequency ( ) : Frequency
impliedRate ( double compound, Date d1, Date d2, DayCounter resultDC, Compounding comp ) : InterestRate
impliedRate ( double compound, Date d1, Date d2, DayCounter resultDC, Compounding comp, Frequency freq ) : InterestRate
impliedRate ( double compound, double t, DayCounter resultDC, Compounding comp ) : InterestRate
impliedRate ( double compound, double t, DayCounter resultDC, Compounding comp, Frequency freq ) : InterestRate
rate ( ) : double
value ( ) : double

Method Details

InterestRate() public method

public InterestRate ( ) : System
return	System

InterestRate() public method

public InterestRate ( double r, DayCounter dc, Compounding comp ) : System
r	double
dc	DayCounter
comp	Compounding
return	System

InterestRate() public method

public InterestRate ( double r, DayCounter dc, Compounding comp, Frequency freq ) : System
r	double
dc	DayCounter
comp	Compounding
freq	Frequency
return	System

ToString() public method

public ToString ( ) : string
return	string

compoundFactor() public method

public compoundFactor ( Date d1, Date d2 ) : double
d1	Date
d2	Date
return	double

compoundFactor() public method

public compoundFactor ( Date d1, Date d2, Date refStart ) : double
d1	Date
d2	Date
refStart	Date
return	double

compoundFactor() public method

public compoundFactor ( Date d1, Date d2, Date refStart, Date refEnd ) : double
d1	Date
d2	Date
refStart	Date
refEnd	Date
return	double

compoundFactor() public method

public compoundFactor ( double t ) : double
t	double
return	double

compounding() public method

public compounding ( ) : Compounding
return	Compounding

dayCounter() public method

public dayCounter ( ) : DayCounter
return	DayCounter

discountFactor() public method

public discountFactor ( Date d1, Date d2 ) : double
d1	Date
d2	Date
return	double

discountFactor() public method

public discountFactor ( Date d1, Date d2, Date refStart ) : double
d1	Date
d2	Date
refStart	Date
return	double

discountFactor() public method

public discountFactor ( Date d1, Date d2, Date refStart, Date refEnd ) : double
d1	Date
d2	Date
refStart	Date
refEnd	Date
return	double

discountFactor() public method

public discountFactor ( double t ) : double
t	double
return	double

equivalentRate() public method

public equivalentRate ( Date d1, Date d2, DayCounter resultDC, Compounding comp ) : InterestRate
d1	Date
d2	Date
resultDC	DayCounter
comp	Compounding
return	InterestRate

equivalentRate() public method

public equivalentRate ( Date d1, Date d2, DayCounter resultDC, Compounding comp, Frequency freq ) : InterestRate
d1	Date
d2	Date
resultDC	DayCounter
comp	Compounding
freq	Frequency
return	InterestRate

equivalentRate() public method

public equivalentRate ( double t, Compounding comp ) : InterestRate
t	double
comp	Compounding
return	InterestRate

equivalentRate() public method

public equivalentRate ( double t, Compounding comp, Frequency freq ) : InterestRate
t	double
comp	Compounding
freq	Frequency
return	InterestRate

frequency() public method

public frequency ( ) : Frequency
return	Frequency

impliedRate() public static method

public static impliedRate ( double compound, Date d1, Date d2, DayCounter resultDC, Compounding comp ) : InterestRate
compound	double
d1	Date
d2	Date
resultDC	DayCounter
comp	Compounding
return	InterestRate

impliedRate() public static method

public static impliedRate ( double compound, Date d1, Date d2, DayCounter resultDC, Compounding comp, Frequency freq ) : InterestRate
compound	double
d1	Date
d2	Date
resultDC	DayCounter
comp	Compounding
freq	Frequency
return	InterestRate

impliedRate() public static method

public static impliedRate ( double compound, double t, DayCounter resultDC, Compounding comp ) : InterestRate
compound	double
t	double
resultDC	DayCounter
comp	Compounding
return	InterestRate

impliedRate() public static method

public static impliedRate ( double compound, double t, DayCounter resultDC, Compounding comp, Frequency freq ) : InterestRate
compound	double
t	double
resultDC	DayCounter
comp	Compounding
freq	Frequency
return	InterestRate

rate() public method

public rate ( ) : double
return	double

value() public method

public value ( ) : double
return	double