C# Class QLNet.OvernightIndexedCoupon

Inheritance: QLNet.FloatingRateCoupon

Mostra file Open project: ammachado/QLNet Class Usage Examples

Public Methods

Method	Description
OvernightIndexedCoupon ( Date paymentDate, double nominal, Date startDate, Date endDate, QLNet.OvernightIndex overnightIndex, double gearing = 1.0, double spread = 0.0, Date refPeriodStart = null, Date refPeriodEnd = null, DayCounter dayCounter = null ) : System
dt ( ) : List
fixingDates ( ) : List
indexFixings ( ) : List
valueDates ( ) : List

Method Details

OvernightIndexedCoupon() public method

public OvernightIndexedCoupon ( Date paymentDate, double nominal, Date startDate, Date endDate, QLNet.OvernightIndex overnightIndex, double gearing = 1.0, double spread = 0.0, Date refPeriodStart = null, Date refPeriodEnd = null, DayCounter dayCounter = null ) : System
paymentDate	Date
nominal	double
startDate	Date
endDate	Date
overnightIndex	QLNet.OvernightIndex
gearing	double
spread	double
refPeriodStart	Date
refPeriodEnd	Date
dayCounter	DayCounter
return	System

dt() public method

public dt ( ) : List
return	List

fixingDates() public method

public fixingDates ( ) : List
return	List

indexFixings() public method

public indexFixings ( ) : List
return	List

valueDates() public method

public valueDates ( ) : List
return	List