C# Class QLNet.MakeBasisSwap

Mostra file Open project: ammachado/QLNet

Public Methods

Method	Description
MakeBasisSwap ( Period swapTenor, IborIndex index1, IborIndex index2 ) : System
MakeBasisSwap ( Period swapTenor, IborIndex index1, IborIndex index2, Period forwardStart ) : System
receiveFixed ( ) : MakeBasisSwap
receiveFixed ( bool flag ) : MakeBasisSwap
value ( ) : QLNet.BasisSwap
withDiscountingTermStructure ( Handle discountingTermStructure1, Handle discountingTermStructure2 ) : MakeBasisSwap
withEffectiveDate ( Date effectiveDate ) : MakeBasisSwap
withFloating1Calendar ( QLNet.Calendar cal ) : MakeBasisSwap
withFloating1LegConvention ( BusinessDayConvention bdc ) : MakeBasisSwap
withFloating1LegDayCount ( DayCounter dc ) : MakeBasisSwap
withFloating1LegEndOfMonth ( ) : MakeBasisSwap
withFloating1LegEndOfMonth ( bool flag ) : MakeBasisSwap
withFloating1LegFirstDate ( Date d ) : MakeBasisSwap
withFloating1LegNextToLastDate ( Date d ) : MakeBasisSwap
withFloating1LegRule ( DateGeneration r ) : MakeBasisSwap
withFloating1LegTenor ( Period t ) : MakeBasisSwap
withFloating1LegTerminationDateConvention ( BusinessDayConvention bdc ) : MakeBasisSwap
withFloating2LegCalendar ( QLNet.Calendar cal ) : MakeBasisSwap
withFloating2LegConvention ( BusinessDayConvention bdc ) : MakeBasisSwap
withFloating2LegDayCount ( DayCounter dc ) : MakeBasisSwap
withFloating2LegEndOfMonth ( ) : MakeBasisSwap
withFloating2LegEndOfMonth ( bool flag ) : MakeBasisSwap
withFloating2LegFirstDate ( Date d ) : MakeBasisSwap
withFloating2LegNextToLastDate ( Date d ) : MakeBasisSwap
withFloating2LegRule ( DateGeneration r ) : MakeBasisSwap
withFloating2LegSpread ( double sp ) : MakeBasisSwap
withFloating2LegTenor ( Period t ) : MakeBasisSwap
withFloating2LegTerminationDateConvention ( BusinessDayConvention bdc ) : MakeBasisSwap
withNominal ( double n ) : MakeBasisSwap
withRule ( DateGeneration r ) : MakeBasisSwap
withTerminationDate ( Date terminationDate ) : MakeBasisSwap
withType ( QLNet.BasisSwap type ) : MakeBasisSwap

Method Details

MakeBasisSwap() public method

public MakeBasisSwap ( Period swapTenor, IborIndex index1, IborIndex index2 ) : System
swapTenor	Period
index1	IborIndex
index2	IborIndex
return	System

MakeBasisSwap() public method

public MakeBasisSwap ( Period swapTenor, IborIndex index1, IborIndex index2, Period forwardStart ) : System
swapTenor	Period
index1	IborIndex
index2	IborIndex
forwardStart	Period
return	System

receiveFixed() public method

public receiveFixed ( ) : MakeBasisSwap
return	MakeBasisSwap

receiveFixed() public method

public receiveFixed ( bool flag ) : MakeBasisSwap
flag	bool
return	MakeBasisSwap

value() public method

public value ( ) : QLNet.BasisSwap
return	QLNet.BasisSwap

withDiscountingTermStructure() public method

public withDiscountingTermStructure ( Handle discountingTermStructure1, Handle discountingTermStructure2 ) : MakeBasisSwap
discountingTermStructure1	Handle
discountingTermStructure2	Handle
return	MakeBasisSwap

withEffectiveDate() public method

public withEffectiveDate ( Date effectiveDate ) : MakeBasisSwap
effectiveDate	Date
return	MakeBasisSwap

withFloating1Calendar() public method

public withFloating1Calendar ( QLNet.Calendar cal ) : MakeBasisSwap
cal	QLNet.Calendar
return	MakeBasisSwap

withFloating1LegConvention() public method

public withFloating1LegConvention ( BusinessDayConvention bdc ) : MakeBasisSwap
bdc	BusinessDayConvention
return	MakeBasisSwap

withFloating1LegDayCount() public method

public withFloating1LegDayCount ( DayCounter dc ) : MakeBasisSwap
dc	DayCounter
return	MakeBasisSwap

withFloating1LegEndOfMonth() public method

public withFloating1LegEndOfMonth ( ) : MakeBasisSwap
return	MakeBasisSwap

withFloating1LegEndOfMonth() public method

public withFloating1LegEndOfMonth ( bool flag ) : MakeBasisSwap
flag	bool
return	MakeBasisSwap

withFloating1LegFirstDate() public method

public withFloating1LegFirstDate ( Date d ) : MakeBasisSwap
d	Date
return	MakeBasisSwap

withFloating1LegNextToLastDate() public method

public withFloating1LegNextToLastDate ( Date d ) : MakeBasisSwap
d	Date
return	MakeBasisSwap

withFloating1LegRule() public method

public withFloating1LegRule ( DateGeneration r ) : MakeBasisSwap
r	DateGeneration
return	MakeBasisSwap

withFloating1LegTenor() public method

public withFloating1LegTenor ( Period t ) : MakeBasisSwap
t	Period
return	MakeBasisSwap

withFloating1LegTerminationDateConvention() public method

public withFloating1LegTerminationDateConvention ( BusinessDayConvention bdc ) : MakeBasisSwap
bdc	BusinessDayConvention
return	MakeBasisSwap

withFloating2LegCalendar() public method

public withFloating2LegCalendar ( QLNet.Calendar cal ) : MakeBasisSwap
cal	QLNet.Calendar
return	MakeBasisSwap

withFloating2LegConvention() public method

public withFloating2LegConvention ( BusinessDayConvention bdc ) : MakeBasisSwap
bdc	BusinessDayConvention
return	MakeBasisSwap

withFloating2LegDayCount() public method

public withFloating2LegDayCount ( DayCounter dc ) : MakeBasisSwap
dc	DayCounter
return	MakeBasisSwap

withFloating2LegEndOfMonth() public method

public withFloating2LegEndOfMonth ( ) : MakeBasisSwap
return	MakeBasisSwap

withFloating2LegEndOfMonth() public method

public withFloating2LegEndOfMonth ( bool flag ) : MakeBasisSwap
flag	bool
return	MakeBasisSwap

withFloating2LegFirstDate() public method

public withFloating2LegFirstDate ( Date d ) : MakeBasisSwap
d	Date
return	MakeBasisSwap

withFloating2LegNextToLastDate() public method

public withFloating2LegNextToLastDate ( Date d ) : MakeBasisSwap
d	Date
return	MakeBasisSwap

withFloating2LegRule() public method

public withFloating2LegRule ( DateGeneration r ) : MakeBasisSwap
r	DateGeneration
return	MakeBasisSwap

withFloating2LegSpread() public method

public withFloating2LegSpread ( double sp ) : MakeBasisSwap
sp	double
return	MakeBasisSwap

withFloating2LegTenor() public method

public withFloating2LegTenor ( Period t ) : MakeBasisSwap
t	Period
return	MakeBasisSwap

withFloating2LegTerminationDateConvention() public method

public withFloating2LegTerminationDateConvention ( BusinessDayConvention bdc ) : MakeBasisSwap
bdc	BusinessDayConvention
return	MakeBasisSwap

withNominal() public method

public withNominal ( double n ) : MakeBasisSwap
n	double
return	MakeBasisSwap

withRule() public method

public withRule ( DateGeneration r ) : MakeBasisSwap
r	DateGeneration
return	MakeBasisSwap

withTerminationDate() public method

public withTerminationDate ( Date terminationDate ) : MakeBasisSwap
terminationDate	Date
return	MakeBasisSwap

withType() public method

public withType ( QLNet.BasisSwap type ) : MakeBasisSwap
type	QLNet.BasisSwap
return	MakeBasisSwap