C# Class QLNet.Cashflows.FloatingLegBase

Inheritance: RateLegBase
ファイルを表示 Open project: ammachado/QLNet

Protected Properties

Property Type Description
caps_ List
fixingDays_ List
floors_ List
gearings_ List
inArrears_ bool
index_ InterestRateIndex
spreads_ List
zeroPayments_ bool

Public Methods

Method Description
inArrears ( ) : FloatingLegBase
inArrears ( bool flag ) : FloatingLegBase
withCaps ( List caps ) : FloatingLegBase
withCaps ( double cap ) : FloatingLegBase
withFixingDays ( List fixingDays ) : FloatingLegBase
withFixingDays ( int fixingDays ) : FloatingLegBase
withFloors ( List floors ) : FloatingLegBase
withFloors ( double floor ) : FloatingLegBase
withGearings ( List gearings ) : FloatingLegBase
withGearings ( double gearing ) : FloatingLegBase
withPaymentDayCounter ( DayCounter dayCounter ) : FloatingLegBase
withSpreads ( List spreads ) : FloatingLegBase
withSpreads ( double spread ) : FloatingLegBase
withZeroPayments ( ) : FloatingLegBase
withZeroPayments ( bool flag ) : FloatingLegBase

Method Details

inArrears() public method

public inArrears ( ) : FloatingLegBase
return FloatingLegBase

inArrears() public method

public inArrears ( bool flag ) : FloatingLegBase
flag bool
return FloatingLegBase

withCaps() public method

public withCaps ( List caps ) : FloatingLegBase
caps List
return FloatingLegBase

withCaps() public method

public withCaps ( double cap ) : FloatingLegBase
cap double
return FloatingLegBase

withFixingDays() public method

public withFixingDays ( List fixingDays ) : FloatingLegBase
fixingDays List
return FloatingLegBase

withFixingDays() public method

public withFixingDays ( int fixingDays ) : FloatingLegBase
fixingDays int
return FloatingLegBase

withFloors() public method

public withFloors ( List floors ) : FloatingLegBase
floors List
return FloatingLegBase

withFloors() public method

public withFloors ( double floor ) : FloatingLegBase
floor double
return FloatingLegBase

withGearings() public method

public withGearings ( List gearings ) : FloatingLegBase
gearings List
return FloatingLegBase

withGearings() public method

public withGearings ( double gearing ) : FloatingLegBase
gearing double
return FloatingLegBase

withPaymentDayCounter() public method

public withPaymentDayCounter ( DayCounter dayCounter ) : FloatingLegBase
dayCounter QLNet.Time.DayCounter
return FloatingLegBase

withSpreads() public method

public withSpreads ( List spreads ) : FloatingLegBase
spreads List
return FloatingLegBase

withSpreads() public method

public withSpreads ( double spread ) : FloatingLegBase
spread double
return FloatingLegBase

withZeroPayments() public method

public withZeroPayments ( ) : FloatingLegBase
return FloatingLegBase

withZeroPayments() public method

public withZeroPayments ( bool flag ) : FloatingLegBase
flag bool
return FloatingLegBase

Property Details

caps_ protected_oe property

protected List caps_
return List

fixingDays_ protected_oe property

protected List fixingDays_
return List

floors_ protected_oe property

protected List floors_
return List

gearings_ protected_oe property

protected List gearings_
return List

inArrears_ protected_oe property

protected bool inArrears_
return bool

index_ protected_oe property

protected InterestRateIndex index_
return InterestRateIndex

spreads_ protected_oe property

protected List spreads_
return List

zeroPayments_ protected_oe property

protected bool zeroPayments_
return bool