C# 클래스 QLNet.Cashflows.YoYInflationLeg

Helper class building a sequence of capped/floored yoy inflation coupons. Payoff is: spread + gearing x index.
상속: YoYInflationLegBase
파일 보기 프로젝트 열기: ammachado/QLNet

공개 메소드들

메소드 설명
YoYInflationLeg ( Schedule schedule, Calendar cal, YoYInflationIndex index, Period observationLag ) : System.Collections.Generic
value ( ) : List

메소드 상세

YoYInflationLeg() 공개 메소드

public YoYInflationLeg ( Schedule schedule, Calendar cal, YoYInflationIndex index, Period observationLag ) : System.Collections.Generic
schedule Schedule
cal Calendar
index YoYInflationIndex
observationLag Period
리턴 System.Collections.Generic

value() 공개 메소드

public value ( ) : List
리턴 List