C# 클래스 QLNet.InterestRate

파일 보기 프로젝트 열기: ammachado/QLNet 1 사용 예제들

공개 메소드들

메소드 설명
InterestRate ( ) : System
InterestRate ( double r, DayCounter dc, Compounding comp ) : System
InterestRate ( double r, DayCounter dc, Compounding comp, Frequency freq ) : System
ToString ( ) : string
compoundFactor ( Date d1, Date d2 ) : double
compoundFactor ( Date d1, Date d2, Date refStart ) : double
compoundFactor ( Date d1, Date d2, Date refStart, Date refEnd ) : double
compoundFactor ( double t ) : double
compounding ( ) : Compounding
dayCounter ( ) : DayCounter
discountFactor ( Date d1, Date d2 ) : double
discountFactor ( Date d1, Date d2, Date refStart ) : double
discountFactor ( Date d1, Date d2, Date refStart, Date refEnd ) : double
discountFactor ( double t ) : double
equivalentRate ( Date d1, Date d2, DayCounter resultDC, Compounding comp ) : InterestRate
equivalentRate ( Date d1, Date d2, DayCounter resultDC, Compounding comp, Frequency freq ) : InterestRate
equivalentRate ( double t, Compounding comp ) : InterestRate
equivalentRate ( double t, Compounding comp, Frequency freq ) : InterestRate
frequency ( ) : Frequency
impliedRate ( double compound, Date d1, Date d2, DayCounter resultDC, Compounding comp ) : InterestRate
impliedRate ( double compound, Date d1, Date d2, DayCounter resultDC, Compounding comp, Frequency freq ) : InterestRate
impliedRate ( double compound, double t, DayCounter resultDC, Compounding comp ) : InterestRate
impliedRate ( double compound, double t, DayCounter resultDC, Compounding comp, Frequency freq ) : InterestRate
rate ( ) : double
value ( ) : double

메소드 상세

InterestRate() 공개 메소드

public InterestRate ( ) : System
리턴 System

InterestRate() 공개 메소드

public InterestRate ( double r, DayCounter dc, Compounding comp ) : System
r double
dc DayCounter
comp Compounding
리턴 System

InterestRate() 공개 메소드

public InterestRate ( double r, DayCounter dc, Compounding comp, Frequency freq ) : System
r double
dc DayCounter
comp Compounding
freq Frequency
리턴 System

ToString() 공개 메소드

public ToString ( ) : string
리턴 string

compoundFactor() 공개 메소드

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

compoundFactor() 공개 메소드

public compoundFactor ( Date d1, Date d2, Date refStart ) : double
d1 Date
d2 Date
refStart Date
리턴 double

compoundFactor() 공개 메소드

public compoundFactor ( Date d1, Date d2, Date refStart, Date refEnd ) : double
d1 Date
d2 Date
refStart Date
refEnd Date
리턴 double

compoundFactor() 공개 메소드

public compoundFactor ( double t ) : double
t double
리턴 double

compounding() 공개 메소드

public compounding ( ) : Compounding
리턴 Compounding

dayCounter() 공개 메소드

public dayCounter ( ) : DayCounter
리턴 DayCounter

discountFactor() 공개 메소드

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

discountFactor() 공개 메소드

public discountFactor ( Date d1, Date d2, Date refStart ) : double
d1 Date
d2 Date
refStart Date
리턴 double

discountFactor() 공개 메소드

public discountFactor ( Date d1, Date d2, Date refStart, Date refEnd ) : double
d1 Date
d2 Date
refStart Date
refEnd Date
리턴 double

discountFactor() 공개 메소드

public discountFactor ( double t ) : double
t double
리턴 double

equivalentRate() 공개 메소드

public equivalentRate ( Date d1, Date d2, DayCounter resultDC, Compounding comp ) : InterestRate
d1 Date
d2 Date
resultDC DayCounter
comp Compounding
리턴 InterestRate

equivalentRate() 공개 메소드

public equivalentRate ( Date d1, Date d2, DayCounter resultDC, Compounding comp, Frequency freq ) : InterestRate
d1 Date
d2 Date
resultDC DayCounter
comp Compounding
freq Frequency
리턴 InterestRate

equivalentRate() 공개 메소드

public equivalentRate ( double t, Compounding comp ) : InterestRate
t double
comp Compounding
리턴 InterestRate

equivalentRate() 공개 메소드

public equivalentRate ( double t, Compounding comp, Frequency freq ) : InterestRate
t double
comp Compounding
freq Frequency
리턴 InterestRate

frequency() 공개 메소드

public frequency ( ) : Frequency
리턴 Frequency

impliedRate() 공개 정적인 메소드

public static impliedRate ( double compound, Date d1, Date d2, DayCounter resultDC, Compounding comp ) : InterestRate
compound double
d1 Date
d2 Date
resultDC DayCounter
comp Compounding
리턴 InterestRate

impliedRate() 공개 정적인 메소드

public static impliedRate ( double compound, Date d1, Date d2, DayCounter resultDC, Compounding comp, Frequency freq ) : InterestRate
compound double
d1 Date
d2 Date
resultDC DayCounter
comp Compounding
freq Frequency
리턴 InterestRate

impliedRate() 공개 정적인 메소드

public static impliedRate ( double compound, double t, DayCounter resultDC, Compounding comp ) : InterestRate
compound double
t double
resultDC DayCounter
comp Compounding
리턴 InterestRate

impliedRate() 공개 정적인 메소드

public static impliedRate ( double compound, double t, DayCounter resultDC, Compounding comp, Frequency freq ) : InterestRate
compound double
t double
resultDC DayCounter
comp Compounding
freq Frequency
리턴 InterestRate

rate() 공개 메소드

public rate ( ) : double
리턴 double

value() 공개 메소드

public value ( ) : double
리턴 double