C# Class QLNet.OvernightIndexedCouponPricer

Inheritance: FloatingRateCouponPricer

Mostra file Open project: ammachado/QLNet

Public Methods

Method	Description
capletPrice ( double d ) : double
capletRate ( double d ) : double
floorletPrice ( double d ) : double
floorletRate ( double d ) : double
initialize ( QLNet.FloatingRateCoupon coupon ) : void
swapletPrice ( ) : double
swapletRate ( ) : double

Protected Methods

Method	Description
optionletPrice ( Option t, double d ) : double

Method Details

capletPrice() public method

public capletPrice ( double d ) : double
d	double
return	double

capletRate() public method

public capletRate ( double d ) : double
d	double
return	double

floorletPrice() public method

public floorletPrice ( double d ) : double
d	double
return	double

floorletRate() public method

public floorletRate ( double d ) : double
d	double
return	double

initialize() public method

public initialize ( QLNet.FloatingRateCoupon coupon ) : void
coupon	QLNet.FloatingRateCoupon
return	void

optionletPrice() protected method

protected optionletPrice ( Option t, double d ) : double
t	Option
d	double
return	double

swapletPrice() public method

public swapletPrice ( ) : double
return	double

swapletRate() public method

public swapletRate ( ) : double
return	double