C# 클래스 QLNet.ConstantCapFloorTermVolatility

상속: CapFloorTermVolatilityStructure

파일 보기 프로젝트 열기: ammachado/QLNet

공개 메소드들

메소드	설명
ConstantCapFloorTermVolatility ( Date referenceDate, QLNet.Calendar cal, BusinessDayConvention bdc, Handle volatility, DayCounter dc ) : System
ConstantCapFloorTermVolatility ( Date referenceDate, QLNet.Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dc ) : System
ConstantCapFloorTermVolatility ( int settlementDays, QLNet.Calendar cal, BusinessDayConvention bdc, Handle volatility, DayCounter dc ) : System
ConstantCapFloorTermVolatility ( int settlementDays, QLNet.Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dc ) : System
maxDate ( ) : Date
maxStrike ( ) : double
minStrike ( ) : double

보호된 메소드들

메소드	설명
volatilityImpl ( double t, double rate ) : double

메소드 상세

ConstantCapFloorTermVolatility() 공개 메소드

public ConstantCapFloorTermVolatility ( Date referenceDate, QLNet.Calendar cal, BusinessDayConvention bdc, Handle volatility, DayCounter dc ) : System
referenceDate	Date
cal	QLNet.Calendar
bdc	BusinessDayConvention
volatility	Handle
dc	DayCounter
리턴	System

ConstantCapFloorTermVolatility() 공개 메소드

public ConstantCapFloorTermVolatility ( Date referenceDate, QLNet.Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dc ) : System
referenceDate	Date
cal	QLNet.Calendar
bdc	BusinessDayConvention
volatility	double
dc	DayCounter
리턴	System

ConstantCapFloorTermVolatility() 공개 메소드

public ConstantCapFloorTermVolatility ( int settlementDays, QLNet.Calendar cal, BusinessDayConvention bdc, Handle volatility, DayCounter dc ) : System
settlementDays	int
cal	QLNet.Calendar
bdc	BusinessDayConvention
volatility	Handle
dc	DayCounter
리턴	System

ConstantCapFloorTermVolatility() 공개 메소드

public ConstantCapFloorTermVolatility ( int settlementDays, QLNet.Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dc ) : System
settlementDays	int
cal	QLNet.Calendar
bdc	BusinessDayConvention
volatility	double
dc	DayCounter
리턴	System

maxDate() 공개 메소드

public maxDate ( ) : Date
리턴	Date

maxStrike() 공개 메소드

public maxStrike ( ) : double
리턴	double

minStrike() 공개 메소드

public minStrike ( ) : double
리턴	double

volatilityImpl() 보호된 메소드

protected volatilityImpl ( double t, double rate ) : double
t	double
rate	double
리턴	double