C# 클래스 QLNet.DigitalCmsCoupon

상속: DigitalCoupon
파일 보기 프로젝트 열기: ammachado/QLNet 1 사용 예제들

공개 메소드들

메소드 설명
DigitalCmsCoupon ( ) : System
DigitalCmsCoupon ( CmsCoupon underlying, double callStrike = null, Position callPosition = Position.Type.Long, bool isCallATMIncluded = false, double callDigitalPayoff = null, double putStrike = null, Position putPosition = Position.Type.Long, bool isPutATMIncluded = false, double putDigitalPayoff = null, QLNet.DigitalReplication replication = null ) : System
factory ( CmsCoupon underlying, double callStrike, Position callPosition, bool isCallATMIncluded, double callDigitalPayoff, double putStrike, Position putPosition, bool isPutATMIncluded, double putDigitalPayoff, QLNet.DigitalReplication replication ) : CashFlow

메소드 상세

DigitalCmsCoupon() 공개 메소드

public DigitalCmsCoupon ( ) : System
리턴 System

DigitalCmsCoupon() 공개 메소드

public DigitalCmsCoupon ( CmsCoupon underlying, double callStrike = null, Position callPosition = Position.Type.Long, bool isCallATMIncluded = false, double callDigitalPayoff = null, double putStrike = null, Position putPosition = Position.Type.Long, bool isPutATMIncluded = false, double putDigitalPayoff = null, QLNet.DigitalReplication replication = null ) : System
underlying CmsCoupon
callStrike double
callPosition Position
isCallATMIncluded bool
callDigitalPayoff double
putStrike double
putPosition Position
isPutATMIncluded bool
putDigitalPayoff double
replication QLNet.DigitalReplication
리턴 System

factory() 공개 메소드

public factory ( CmsCoupon underlying, double callStrike, Position callPosition, bool isCallATMIncluded, double callDigitalPayoff, double putStrike, Position putPosition, bool isPutATMIncluded, double putDigitalPayoff, QLNet.DigitalReplication replication ) : CashFlow
underlying CmsCoupon
callStrike double
callPosition Position
isCallATMIncluded bool
callDigitalPayoff double
putStrike double
putPosition Position
isPutATMIncluded bool
putDigitalPayoff double
replication QLNet.DigitalReplication
리턴 CashFlow