C# Class QLNet.FixedRateLeg

Inheritance: QLNet.Cashflows.RateLegBase
ファイルを表示 Open project: ammachado/QLNet Class Usage Examples

Public Methods

Method Description
FixedRateLeg ( Schedule schedule ) : System
value ( ) : List
withCouponRates ( InterestRate couponRate ) : FixedRateLeg
withCouponRates ( List couponRates ) : FixedRateLeg
withCouponRates ( List couponRates, DayCounter paymentDayCounter ) : FixedRateLeg
withCouponRates ( List couponRates, DayCounter paymentDayCounter, Compounding comp ) : FixedRateLeg
withCouponRates ( List couponRates, DayCounter paymentDayCounter, Compounding comp, Frequency freq ) : FixedRateLeg
withCouponRates ( double couponRate, DayCounter paymentDayCounter ) : FixedRateLeg
withCouponRates ( double couponRate, DayCounter paymentDayCounter, Compounding comp ) : FixedRateLeg
withCouponRates ( double couponRate, DayCounter paymentDayCounter, Compounding comp, Frequency freq ) : FixedRateLeg
withFirstPeriodDayCounter ( DayCounter dayCounter ) : FixedRateLeg
withPaymentCalendar ( QLNet.Calendar cal ) : FixedRateLeg

Method Details

FixedRateLeg() public method

public FixedRateLeg ( Schedule schedule ) : System
schedule Schedule
return System

value() public method

public value ( ) : List
return List

withCouponRates() public method

public withCouponRates ( InterestRate couponRate ) : FixedRateLeg
couponRate InterestRate
return FixedRateLeg

withCouponRates() public method

public withCouponRates ( List couponRates ) : FixedRateLeg
couponRates List
return FixedRateLeg

withCouponRates() public method

public withCouponRates ( List couponRates, DayCounter paymentDayCounter ) : FixedRateLeg
couponRates List
paymentDayCounter DayCounter
return FixedRateLeg

withCouponRates() public method

public withCouponRates ( List couponRates, DayCounter paymentDayCounter, Compounding comp ) : FixedRateLeg
couponRates List
paymentDayCounter DayCounter
comp Compounding
return FixedRateLeg

withCouponRates() public method

public withCouponRates ( List couponRates, DayCounter paymentDayCounter, Compounding comp, Frequency freq ) : FixedRateLeg
couponRates List
paymentDayCounter DayCounter
comp Compounding
freq Frequency
return FixedRateLeg

withCouponRates() public method

public withCouponRates ( double couponRate, DayCounter paymentDayCounter ) : FixedRateLeg
couponRate double
paymentDayCounter DayCounter
return FixedRateLeg

withCouponRates() public method

public withCouponRates ( double couponRate, DayCounter paymentDayCounter, Compounding comp ) : FixedRateLeg
couponRate double
paymentDayCounter DayCounter
comp Compounding
return FixedRateLeg

withCouponRates() public method

public withCouponRates ( double couponRate, DayCounter paymentDayCounter, Compounding comp, Frequency freq ) : FixedRateLeg
couponRate double
paymentDayCounter DayCounter
comp Compounding
freq Frequency
return FixedRateLeg

withFirstPeriodDayCounter() public method

public withFirstPeriodDayCounter ( DayCounter dayCounter ) : FixedRateLeg
dayCounter DayCounter
return FixedRateLeg

withPaymentCalendar() public method

public withPaymentCalendar ( QLNet.Calendar cal ) : FixedRateLeg
cal QLNet.Calendar
return FixedRateLeg