C# 클래스 QLNet.IborIndex

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

공개 메소드들

메소드 설명
IborIndex ( ) : System
IborIndex ( string familyName, Period tenor, int settlementDays, Currency currency, QLNet.Calendar fixingCalendar, BusinessDayConvention convention, bool endOfMonth, QLNet.DayCounter dayCounter ) : System
IborIndex ( string familyName, Period tenor, int settlementDays, Currency currency, QLNet.Calendar fixingCalendar, BusinessDayConvention convention, bool endOfMonth, QLNet.DayCounter dayCounter, Handle h ) : System
clone ( Handle forwarding ) : IborIndex

Returns a copy of itself linked to a different forwarding curve.
maturityDate ( Date valueDate ) : Date

보호된 메소드들

메소드 설명
forecastFixing ( Date fixingDate ) : double

비공개 메소드들

메소드 설명
businessDayConvention ( ) : BusinessDayConvention
endOfMonth ( ) : bool
forwardingTermStructure ( ) : Handle

메소드 상세

IborIndex() 공개 메소드

public IborIndex ( ) : System
리턴 System

IborIndex() 공개 메소드

public IborIndex ( string familyName, Period tenor, int settlementDays, Currency currency, QLNet.Calendar fixingCalendar, BusinessDayConvention convention, bool endOfMonth, QLNet.DayCounter dayCounter ) : System
familyName string
tenor Period
settlementDays int
currency Currency
fixingCalendar QLNet.Calendar
convention BusinessDayConvention
endOfMonth bool
dayCounter QLNet.DayCounter
리턴 System

IborIndex() 공개 메소드

public IborIndex ( string familyName, Period tenor, int settlementDays, Currency currency, QLNet.Calendar fixingCalendar, BusinessDayConvention convention, bool endOfMonth, QLNet.DayCounter dayCounter, Handle h ) : System
familyName string
tenor Period
settlementDays int
currency Currency
fixingCalendar QLNet.Calendar
convention BusinessDayConvention
endOfMonth bool
dayCounter QLNet.DayCounter
h Handle
리턴 System

clone() 공개 메소드

Returns a copy of itself linked to a different forwarding curve.
public clone ( Handle forwarding ) : IborIndex
forwarding Handle
리턴 IborIndex

forecastFixing() 보호된 메소드

protected forecastFixing ( Date fixingDate ) : double
fixingDate Date
리턴 double

maturityDate() 공개 메소드

public maturityDate ( Date valueDate ) : Date
valueDate Date
리턴 Date