C# 클래스 QLNet.ForwardRateStructure

상속: QLNet.YieldTermStructure

파일 보기 프로젝트 열기: ammachado/QLNet

공개 메소드들

메소드	설명
ForwardRateStructure ( ) : System
ForwardRateStructure ( Date referenceDate, QLNet.Calendar cal, DayCounter dayCounter ) : System
ForwardRateStructure ( DayCounter dayCounter ) : System
ForwardRateStructure ( int settlementDays, QLNet.Calendar cal, DayCounter dayCounter ) : System

보호된 메소드들

메소드	설명
discountImpl ( double t ) : double
forwardImpl ( double t ) : double
zeroYieldImpl ( double t ) : double

메소드 상세

ForwardRateStructure() 공개 메소드

public ForwardRateStructure ( ) : System
리턴	System

ForwardRateStructure() 공개 메소드

public ForwardRateStructure ( Date referenceDate, QLNet.Calendar cal, DayCounter dayCounter ) : System
referenceDate	Date
cal	QLNet.Calendar
dayCounter	DayCounter
리턴	System

ForwardRateStructure() 공개 메소드

public ForwardRateStructure ( DayCounter dayCounter ) : System
dayCounter	DayCounter
리턴	System

ForwardRateStructure() 공개 메소드

public ForwardRateStructure ( int settlementDays, QLNet.Calendar cal, DayCounter dayCounter ) : System
settlementDays	int
cal	QLNet.Calendar
dayCounter	DayCounter
리턴	System

discountImpl() 보호된 메소드

protected discountImpl ( double t ) : double
t	double
리턴	double

forwardImpl() 보호된 추상적인 메소드

protected abstract forwardImpl ( double t ) : double
t	double
리턴	double

zeroYieldImpl() 보호된 메소드

protected zeroYieldImpl ( double t ) : double
t	double
리턴	double