C# Class TestSuite.T_SwaptionVolatilityMatrix.CommonVars

Mostra file Open project: ammachado/QLNet

Public Properties

Property	Type	Description
atm	AtmVolatility
atmVolMatrix	RelinkableHandle
conventions	SwaptionMarketConventions
termStructure	RelinkableHandle

Public Methods

Method	Description
CommonVars ( ) : System
makeCoherenceTest ( string description, SwaptionVolatilityDiscrete vol ) : void
makeObservabilityTest ( string description, QLNet.SwaptionVolatilityStructure vol, bool mktDataFloating, bool referenceDateFloating ) : void

Method Details

CommonVars() public method

public CommonVars ( ) : System
return	System

makeCoherenceTest() public method

public makeCoherenceTest ( string description, SwaptionVolatilityDiscrete vol ) : void
description	string
vol	QLNet.SwaptionVolatilityDiscrete
return	void

makeObservabilityTest() public method

public makeObservabilityTest ( string description, QLNet.SwaptionVolatilityStructure vol, bool mktDataFloating, bool referenceDateFloating ) : void
description	string
vol	QLNet.SwaptionVolatilityStructure
mktDataFloating	bool
referenceDateFloating	bool
return	void

Property Details

atm public_oe property

public AtmVolatility atm
return	AtmVolatility

atmVolMatrix public_oe property

public RelinkableHandle atmVolMatrix
return	RelinkableHandle

conventions public_oe property

public SwaptionMarketConventions conventions
return	SwaptionMarketConventions

termStructure public_oe property

public RelinkableHandle termStructure
return	RelinkableHandle