C# Class QLNet.Seasonality

Mostra file Open project: ammachado/QLNet Class Usage Examples

Public Methods

Method	Description
correctYoYRate ( Date d, double r, QLNet.InflationTermStructure iTS ) : double
correctZeroRate ( Date d, double r, QLNet.InflationTermStructure iTS ) : double
isConsistent ( QLNet.InflationTermStructure iTS ) : bool

Method Details

correctYoYRate() public method

public correctYoYRate ( Date d, double r, QLNet.InflationTermStructure iTS ) : double
d	Date
r	double
iTS	QLNet.InflationTermStructure
return	double

correctZeroRate() public method

public correctZeroRate ( Date d, double r, QLNet.InflationTermStructure iTS ) : double
d	Date
r	double
iTS	QLNet.InflationTermStructure
return	double

isConsistent() public method

public isConsistent ( QLNet.InflationTermStructure iTS ) : bool
iTS	QLNet.InflationTermStructure
return	bool