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  • DefaultProbabilityTermStructure

C# 클래스 QLNet.DefaultProbabilityTermStructure

상속: QLNet.TermStructure
파일 보기 프로젝트 열기: ammachado/QLNet

공개 메소드들

메소드 설명
DefaultProbabilityTermStructure ( ) : System
DefaultProbabilityTermStructure ( Date referenceDate ) : System
DefaultProbabilityTermStructure ( Date referenceDate, QLNet.Calendar cal ) : System
DefaultProbabilityTermStructure ( Date referenceDate, QLNet.Calendar cal, DayCounter dc ) : System
DefaultProbabilityTermStructure ( DayCounter dc ) : System
DefaultProbabilityTermStructure ( int settlementDays, QLNet.Calendar cal ) : System
DefaultProbabilityTermStructure ( int settlementDays, QLNet.Calendar cal, DayCounter dc ) : System
defaultDensity ( Date d ) : double
defaultDensity ( Date d, bool extrapolate ) : double
defaultDensity ( double t ) : double
defaultDensity ( double t, bool extrapolate ) : double
defaultProbability ( Date d ) : double
defaultProbability ( Date d1, Date d2 ) : double
defaultProbability ( Date d1, Date d2, bool extrapolate ) : double
defaultProbability ( Date d, bool extrapolate ) : double
defaultProbability ( double t ) : double
defaultProbability ( double t, bool extrapolate ) : double
defaultProbability ( double t1, double t2 ) : double
defaultProbability ( double t1, double t2, bool extrapolate ) : double
hazardRate ( Date d ) : double
hazardRate ( Date d, bool extrapolate ) : double
hazardRate ( double t ) : double
hazardRate ( double t, bool extrapolate ) : double
survivalProbability ( Date d ) : double
survivalProbability ( Date d, bool extrapolate ) : double
survivalProbability ( double t ) : double
survivalProbability ( double t, bool extrapolate ) : double

보호된 메소드들

메소드 설명
defaultDensityImpl ( double NamelessParameter ) : double
hazardRateImpl ( double NamelessParameter ) : double
survivalProbabilityImpl ( double NamelessParameter ) : double

메소드 상세

DefaultProbabilityTermStructure() 공개 메소드

public DefaultProbabilityTermStructure ( ) : System
리턴 System

DefaultProbabilityTermStructure() 공개 메소드

public DefaultProbabilityTermStructure ( Date referenceDate ) : System
referenceDate Date
리턴 System

DefaultProbabilityTermStructure() 공개 메소드

public DefaultProbabilityTermStructure ( Date referenceDate, QLNet.Calendar cal ) : System
referenceDate Date
cal QLNet.Calendar
리턴 System

DefaultProbabilityTermStructure() 공개 메소드

public DefaultProbabilityTermStructure ( Date referenceDate, QLNet.Calendar cal, DayCounter dc ) : System
referenceDate Date
cal QLNet.Calendar
dc DayCounter
리턴 System

DefaultProbabilityTermStructure() 공개 메소드

public DefaultProbabilityTermStructure ( DayCounter dc ) : System
dc DayCounter
리턴 System

DefaultProbabilityTermStructure() 공개 메소드

public DefaultProbabilityTermStructure ( int settlementDays, QLNet.Calendar cal ) : System
settlementDays int
cal QLNet.Calendar
리턴 System

DefaultProbabilityTermStructure() 공개 메소드

public DefaultProbabilityTermStructure ( int settlementDays, QLNet.Calendar cal, DayCounter dc ) : System
settlementDays int
cal QLNet.Calendar
dc DayCounter
리턴 System

defaultDensity() 공개 메소드

public defaultDensity ( Date d ) : double
d Date
리턴 double

defaultDensity() 공개 메소드

public defaultDensity ( Date d, bool extrapolate ) : double
d Date
extrapolate bool
리턴 double

defaultDensity() 공개 메소드

public defaultDensity ( double t ) : double
t double
리턴 double

defaultDensity() 공개 메소드

public defaultDensity ( double t, bool extrapolate ) : double
t double
extrapolate bool
리턴 double

defaultDensityImpl() 보호된 메소드

protected defaultDensityImpl ( double NamelessParameter ) : double
NamelessParameter double
리턴 double

defaultProbability() 공개 메소드

public defaultProbability ( Date d ) : double
d Date
리턴 double

defaultProbability() 공개 메소드

public defaultProbability ( Date d1, Date d2 ) : double
d1 Date
d2 Date
리턴 double

defaultProbability() 공개 메소드

public defaultProbability ( Date d1, Date d2, bool extrapolate ) : double
d1 Date
d2 Date
extrapolate bool
리턴 double

defaultProbability() 공개 메소드

public defaultProbability ( Date d, bool extrapolate ) : double
d Date
extrapolate bool
리턴 double

defaultProbability() 공개 메소드

public defaultProbability ( double t ) : double
t double
리턴 double

defaultProbability() 공개 메소드

public defaultProbability ( double t, bool extrapolate ) : double
t double
extrapolate bool
리턴 double

defaultProbability() 공개 메소드

public defaultProbability ( double t1, double t2 ) : double
t1 double
t2 double
리턴 double

defaultProbability() 공개 메소드

public defaultProbability ( double t1, double t2, bool extrapolate ) : double
t1 double
t2 double
extrapolate bool
리턴 double

hazardRate() 공개 메소드

public hazardRate ( Date d ) : double
d Date
리턴 double

hazardRate() 공개 메소드

public hazardRate ( Date d, bool extrapolate ) : double
d Date
extrapolate bool
리턴 double

hazardRate() 공개 메소드

public hazardRate ( double t ) : double
t double
리턴 double

hazardRate() 공개 메소드

public hazardRate ( double t, bool extrapolate ) : double
t double
extrapolate bool
리턴 double

hazardRateImpl() 보호된 메소드

protected hazardRateImpl ( double NamelessParameter ) : double
NamelessParameter double
리턴 double

survivalProbability() 공개 메소드

public survivalProbability ( Date d ) : double
d Date
리턴 double

survivalProbability() 공개 메소드

public survivalProbability ( Date d, bool extrapolate ) : double
d Date
extrapolate bool
리턴 double

survivalProbability() 공개 메소드

public survivalProbability ( double t ) : double
t double
리턴 double

survivalProbability() 공개 메소드

public survivalProbability ( double t, bool extrapolate ) : double
t double
extrapolate bool
리턴 double

survivalProbabilityImpl() 보호된 메소드

protected survivalProbabilityImpl ( double NamelessParameter ) : double
NamelessParameter double
리턴 double