C# Class QLNet.DigitalCmsLeg

ファイルを表示 Open project: ammachado/QLNet

Public Methods

Method Description
DigitalCmsLeg ( Schedule schedule, QLNet.SwapIndex index ) : System
inArrears ( ) : DigitalCmsLeg
inArrears ( bool flag ) : DigitalCmsLeg
value ( ) : List
withCallATM ( ) : DigitalCmsLeg
withCallATM ( bool flag ) : DigitalCmsLeg
withCallPayoffs ( List payoffs ) : DigitalCmsLeg
withCallPayoffs ( double payoff ) : DigitalCmsLeg
withCallStrikes ( List strikes ) : DigitalCmsLeg
withCallStrikes ( double strike ) : DigitalCmsLeg
withFixingDays ( List fixingDays ) : DigitalCmsLeg
withFixingDays ( int fixingDays ) : DigitalCmsLeg
withGearings ( List gearings ) : DigitalCmsLeg
withGearings ( double gearing ) : DigitalCmsLeg
withLongCallOption ( Position type ) : DigitalCmsLeg
withLongPutOption ( Position type ) : DigitalCmsLeg
withNotionals ( List notionals ) : DigitalCmsLeg
withNotionals ( double notional ) : DigitalCmsLeg
withPaymentAdjustment ( BusinessDayConvention convention ) : DigitalCmsLeg
withPaymentDayCounter ( DayCounter dayCounter ) : DigitalCmsLeg
withPutATM ( ) : DigitalCmsLeg
withPutATM ( bool flag ) : DigitalCmsLeg
withPutPayoffs ( List payoffs ) : DigitalCmsLeg
withPutPayoffs ( double payoff ) : DigitalCmsLeg
withPutStrikes ( List strikes ) : DigitalCmsLeg
withPutStrikes ( double strike ) : DigitalCmsLeg
withReplication ( ) : DigitalCmsLeg
withReplication ( DigitalReplication replication ) : DigitalCmsLeg
withSpreads ( List spreads ) : DigitalCmsLeg
withSpreads ( double spread ) : DigitalCmsLeg

Method Details

DigitalCmsLeg() public method

public DigitalCmsLeg ( Schedule schedule, QLNet.SwapIndex index ) : System
schedule Schedule
index QLNet.SwapIndex
return System

inArrears() public method

public inArrears ( ) : DigitalCmsLeg
return DigitalCmsLeg

inArrears() public method

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

value() public method

public value ( ) : List
return List

withCallATM() public method

public withCallATM ( ) : DigitalCmsLeg
return DigitalCmsLeg

withCallATM() public method

public withCallATM ( bool flag ) : DigitalCmsLeg
flag bool
return DigitalCmsLeg

withCallPayoffs() public method

public withCallPayoffs ( List payoffs ) : DigitalCmsLeg
payoffs List
return DigitalCmsLeg

withCallPayoffs() public method

public withCallPayoffs ( double payoff ) : DigitalCmsLeg
payoff double
return DigitalCmsLeg

withCallStrikes() public method

public withCallStrikes ( List strikes ) : DigitalCmsLeg
strikes List
return DigitalCmsLeg

withCallStrikes() public method

public withCallStrikes ( double strike ) : DigitalCmsLeg
strike double
return DigitalCmsLeg

withFixingDays() public method

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

withFixingDays() public method

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

withGearings() public method

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

withGearings() public method

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

withLongCallOption() public method

public withLongCallOption ( Position type ) : DigitalCmsLeg
type Position
return DigitalCmsLeg

withLongPutOption() public method

public withLongPutOption ( Position type ) : DigitalCmsLeg
type Position
return DigitalCmsLeg

withNotionals() public method

public withNotionals ( List notionals ) : DigitalCmsLeg
notionals List
return DigitalCmsLeg

withNotionals() public method

public withNotionals ( double notional ) : DigitalCmsLeg
notional double
return DigitalCmsLeg

withPaymentAdjustment() public method

public withPaymentAdjustment ( BusinessDayConvention convention ) : DigitalCmsLeg
convention BusinessDayConvention
return DigitalCmsLeg

withPaymentDayCounter() public method

public withPaymentDayCounter ( DayCounter dayCounter ) : DigitalCmsLeg
dayCounter DayCounter
return DigitalCmsLeg

withPutATM() public method

public withPutATM ( ) : DigitalCmsLeg
return DigitalCmsLeg

withPutATM() public method

public withPutATM ( bool flag ) : DigitalCmsLeg
flag bool
return DigitalCmsLeg

withPutPayoffs() public method

public withPutPayoffs ( List payoffs ) : DigitalCmsLeg
payoffs List
return DigitalCmsLeg

withPutPayoffs() public method

public withPutPayoffs ( double payoff ) : DigitalCmsLeg
payoff double
return DigitalCmsLeg

withPutStrikes() public method

public withPutStrikes ( List strikes ) : DigitalCmsLeg
strikes List
return DigitalCmsLeg

withPutStrikes() public method

public withPutStrikes ( double strike ) : DigitalCmsLeg
strike double
return DigitalCmsLeg

withReplication() public method

public withReplication ( ) : DigitalCmsLeg
return DigitalCmsLeg

withReplication() public method

public withReplication ( DigitalReplication replication ) : DigitalCmsLeg
replication DigitalReplication
return DigitalCmsLeg

withSpreads() public method

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

withSpreads() public method

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