C# 클래스 QLNet.FRARateHelper

Rate helper for bootstrapping over FRA rates
상속: QLNet.RelativeDateRateHelper
파일 보기 프로젝트 열기: ammachado/QLNet 1 사용 예제들

공개 메소드들

메소드 설명
FRARateHelper ( Handle rate, int monthsToStart, IborIndex i ) : System
FRARateHelper ( Handle rate, int monthsToStart, int monthsToEnd, int fixingDays, QLNet.Calendar calendar, BusinessDayConvention convention, bool endOfMonth, DayCounter dayCounter ) : System
FRARateHelper ( double rate, int monthsToStart, IborIndex i ) : System
FRARateHelper ( double rate, int monthsToStart, int monthsToEnd, int fixingDays, QLNet.Calendar calendar, BusinessDayConvention convention, bool endOfMonth, DayCounter dayCounter ) : System
impliedQuote ( ) : double
setTermStructure ( QLNet.YieldTermStructure t ) : void

보호된 메소드들

메소드 설명
initializeDates ( ) : void

메소드 상세

FRARateHelper() 공개 메소드

public FRARateHelper ( Handle rate, int monthsToStart, IborIndex i ) : System
rate Handle
monthsToStart int
i IborIndex
리턴 System

FRARateHelper() 공개 메소드

public FRARateHelper ( Handle rate, int monthsToStart, int monthsToEnd, int fixingDays, QLNet.Calendar calendar, BusinessDayConvention convention, bool endOfMonth, DayCounter dayCounter ) : System
rate Handle
monthsToStart int
monthsToEnd int
fixingDays int
calendar QLNet.Calendar
convention BusinessDayConvention
endOfMonth bool
dayCounter DayCounter
리턴 System

FRARateHelper() 공개 메소드

public FRARateHelper ( double rate, int monthsToStart, IborIndex i ) : System
rate double
monthsToStart int
i IborIndex
리턴 System

FRARateHelper() 공개 메소드

public FRARateHelper ( double rate, int monthsToStart, int monthsToEnd, int fixingDays, QLNet.Calendar calendar, BusinessDayConvention convention, bool endOfMonth, DayCounter dayCounter ) : System
rate double
monthsToStart int
monthsToEnd int
fixingDays int
calendar QLNet.Calendar
convention BusinessDayConvention
endOfMonth bool
dayCounter DayCounter
리턴 System

impliedQuote() 공개 메소드

public impliedQuote ( ) : double
리턴 double

initializeDates() 보호된 메소드

protected initializeDates ( ) : void
리턴 void

setTermStructure() 공개 메소드

public setTermStructure ( QLNet.YieldTermStructure t ) : void
t QLNet.YieldTermStructure
리턴 void