C# Class TestSuite.T_SwaptionVolatilityMatrix.AtmVolatility

Mostra file Open project: ammachado/QLNet

Public Properties

Property Type Description
tenors SwaptionTenors
vols Matrix
volsHandle List>>

Public Methods

Method Description
setMarketData ( ) : void

Method Details

setMarketData() public method

public setMarketData ( ) : void
return void

Property Details

tenors public_oe property

public SwaptionTenors tenors
return SwaptionTenors

vols public_oe property

public Matrix vols
return Matrix

volsHandle public_oe property

public List>> volsHandle
return List>>