C# 클래스 QLNet.CappedFlooredCoupon

상속: QLNet.FloatingRateCoupon

파일 보기 프로젝트 열기: ammachado/QLNet 1 사용 예제들

보호된 프로퍼티들

프로퍼티	타입	설명
cap_	double?
floor_	double?
isCapped_	bool
isFloored_	bool
underlying_	QLNet.FloatingRateCoupon

공개 메소드들

메소드	설명
CappedFlooredCoupon ( ) : System
CappedFlooredCoupon ( QLNet.FloatingRateCoupon underlying, double cap = null, double floor = null ) : System
cap ( ) : double
convexityAdjustment ( ) : double
effectiveCap ( ) : double?
effectiveFloor ( ) : double?
factory ( double nominal, Date paymentDate, Date startDate, Date endDate, int fixingDays, InterestRateIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, bool isInArrears ) : CashFlow
floor ( ) : double
isCapped ( ) : bool
isFloored ( ) : bool
rate ( ) : double
setPricer ( FloatingRateCouponPricer pricer ) : void

메소드 상세

CappedFlooredCoupon() 공개 메소드

public CappedFlooredCoupon ( ) : System
리턴	System

CappedFlooredCoupon() 공개 메소드

public CappedFlooredCoupon ( QLNet.FloatingRateCoupon underlying, double cap = null, double floor = null ) : System
underlying	QLNet.FloatingRateCoupon
cap	double
floor	double
리턴	System

cap() 공개 메소드

public cap ( ) : double
리턴	double

convexityAdjustment() 공개 메소드

public convexityAdjustment ( ) : double
리턴	double

effectiveCap() 공개 메소드

public effectiveCap ( ) : double?
리턴	double?

effectiveFloor() 공개 메소드

public effectiveFloor ( ) : double?
리턴	double?

factory() 공개 메소드

public factory ( double nominal, Date paymentDate, Date startDate, Date endDate, int fixingDays, InterestRateIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, bool isInArrears ) : CashFlow
nominal	double
paymentDate	Date
startDate	Date
endDate	Date
fixingDays	int
index	InterestRateIndex
gearing	double
spread	double
cap	double
floor	double
refPeriodStart	Date
refPeriodEnd	Date
dayCounter	DayCounter
isInArrears	bool
리턴	CashFlow

floor() 공개 메소드

public floor ( ) : double
리턴	double

isCapped() 공개 메소드

public isCapped ( ) : bool
리턴	bool

isFloored() 공개 메소드

public isFloored ( ) : bool
리턴	bool

rate() 공개 메소드

public rate ( ) : double
리턴	double

setPricer() 공개 메소드

public setPricer ( FloatingRateCouponPricer pricer ) : void
pricer	FloatingRateCouponPricer
리턴	void

프로퍼티 상세

cap_ 보호되어 있는 프로퍼티

protected double? cap_
리턴	double?

floor_ 보호되어 있는 프로퍼티

protected double? floor_
리턴	double?

isCapped_ 보호되어 있는 프로퍼티

protected bool isCapped_
리턴	bool

isFloored_ 보호되어 있는 프로퍼티

protected bool isFloored_
리턴	bool

underlying_ 보호되어 있는 프로퍼티

protected FloatingRateCoupon,QLNet underlying_
리턴	QLNet.FloatingRateCoupon