C# Class QLNet.ZeroYieldStructure

Inheritance: QLNet.YieldTermStructure

Mostra file Open project: ammachado/QLNet

Public Methods

Method	Description
ZeroYieldStructure ( ) : System
ZeroYieldStructure ( Date referenceDate, QLNet.Calendar calendar, DayCounter dc ) : System
ZeroYieldStructure ( DayCounter dc ) : System
ZeroYieldStructure ( int settlementDays, QLNet.Calendar c, DayCounter dc ) : System

Protected Methods

Method	Description
discountImpl ( double t ) : double
zeroYieldImpl ( double t ) : double

Method Details

ZeroYieldStructure() public method

public ZeroYieldStructure ( ) : System
return	System

ZeroYieldStructure() public method

public ZeroYieldStructure ( Date referenceDate, QLNet.Calendar calendar, DayCounter dc ) : System
referenceDate	Date
calendar	QLNet.Calendar
dc	DayCounter
return	System

ZeroYieldStructure() public method

public ZeroYieldStructure ( DayCounter dc ) : System
dc	DayCounter
return	System

ZeroYieldStructure() public method

public ZeroYieldStructure ( int settlementDays, QLNet.Calendar c, DayCounter dc ) : System
settlementDays	int
c	QLNet.Calendar
dc	DayCounter
return	System

discountImpl() protected method

protected discountImpl ( double t ) : double
t	double
return	double

zeroYieldImpl() protected abstract method

protected abstract zeroYieldImpl ( double t ) : double
t	double
return	double