C# 클래스 QLNet.MakeBasisSwap

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공개 메소드들

메소드 설명
MakeBasisSwap ( Period swapTenor, IborIndex index1, IborIndex index2 ) : System
MakeBasisSwap ( Period swapTenor, IborIndex index1, IborIndex index2, Period forwardStart ) : System
receiveFixed ( ) : MakeBasisSwap
receiveFixed ( bool flag ) : MakeBasisSwap
value ( ) : QLNet.BasisSwap
withDiscountingTermStructure ( Handle discountingTermStructure1, Handle discountingTermStructure2 ) : MakeBasisSwap
withEffectiveDate ( Date effectiveDate ) : MakeBasisSwap
withFloating1Calendar ( QLNet.Calendar cal ) : MakeBasisSwap
withFloating1LegConvention ( BusinessDayConvention bdc ) : MakeBasisSwap
withFloating1LegDayCount ( DayCounter dc ) : MakeBasisSwap
withFloating1LegEndOfMonth ( ) : MakeBasisSwap
withFloating1LegEndOfMonth ( bool flag ) : MakeBasisSwap
withFloating1LegFirstDate ( Date d ) : MakeBasisSwap
withFloating1LegNextToLastDate ( Date d ) : MakeBasisSwap
withFloating1LegRule ( DateGeneration r ) : MakeBasisSwap
withFloating1LegTenor ( Period t ) : MakeBasisSwap
withFloating1LegTerminationDateConvention ( BusinessDayConvention bdc ) : MakeBasisSwap
withFloating2LegCalendar ( QLNet.Calendar cal ) : MakeBasisSwap
withFloating2LegConvention ( BusinessDayConvention bdc ) : MakeBasisSwap
withFloating2LegDayCount ( DayCounter dc ) : MakeBasisSwap
withFloating2LegEndOfMonth ( ) : MakeBasisSwap
withFloating2LegEndOfMonth ( bool flag ) : MakeBasisSwap
withFloating2LegFirstDate ( Date d ) : MakeBasisSwap
withFloating2LegNextToLastDate ( Date d ) : MakeBasisSwap
withFloating2LegRule ( DateGeneration r ) : MakeBasisSwap
withFloating2LegSpread ( double sp ) : MakeBasisSwap
withFloating2LegTenor ( Period t ) : MakeBasisSwap
withFloating2LegTerminationDateConvention ( BusinessDayConvention bdc ) : MakeBasisSwap
withNominal ( double n ) : MakeBasisSwap
withRule ( DateGeneration r ) : MakeBasisSwap
withTerminationDate ( Date terminationDate ) : MakeBasisSwap
withType ( QLNet.BasisSwap type ) : MakeBasisSwap

메소드 상세

MakeBasisSwap() 공개 메소드

public MakeBasisSwap ( Period swapTenor, IborIndex index1, IborIndex index2 ) : System
swapTenor Period
index1 IborIndex
index2 IborIndex
리턴 System

MakeBasisSwap() 공개 메소드

public MakeBasisSwap ( Period swapTenor, IborIndex index1, IborIndex index2, Period forwardStart ) : System
swapTenor Period
index1 IborIndex
index2 IborIndex
forwardStart Period
리턴 System

receiveFixed() 공개 메소드

public receiveFixed ( ) : MakeBasisSwap
리턴 MakeBasisSwap

receiveFixed() 공개 메소드

public receiveFixed ( bool flag ) : MakeBasisSwap
flag bool
리턴 MakeBasisSwap

value() 공개 메소드

public value ( ) : QLNet.BasisSwap
리턴 QLNet.BasisSwap

withDiscountingTermStructure() 공개 메소드

public withDiscountingTermStructure ( Handle discountingTermStructure1, Handle discountingTermStructure2 ) : MakeBasisSwap
discountingTermStructure1 Handle
discountingTermStructure2 Handle
리턴 MakeBasisSwap

withEffectiveDate() 공개 메소드

public withEffectiveDate ( Date effectiveDate ) : MakeBasisSwap
effectiveDate Date
리턴 MakeBasisSwap

withFloating1Calendar() 공개 메소드

public withFloating1Calendar ( QLNet.Calendar cal ) : MakeBasisSwap
cal QLNet.Calendar
리턴 MakeBasisSwap

withFloating1LegConvention() 공개 메소드

public withFloating1LegConvention ( BusinessDayConvention bdc ) : MakeBasisSwap
bdc BusinessDayConvention
리턴 MakeBasisSwap

withFloating1LegDayCount() 공개 메소드

public withFloating1LegDayCount ( DayCounter dc ) : MakeBasisSwap
dc DayCounter
리턴 MakeBasisSwap

withFloating1LegEndOfMonth() 공개 메소드

public withFloating1LegEndOfMonth ( ) : MakeBasisSwap
리턴 MakeBasisSwap

withFloating1LegEndOfMonth() 공개 메소드

public withFloating1LegEndOfMonth ( bool flag ) : MakeBasisSwap
flag bool
리턴 MakeBasisSwap

withFloating1LegFirstDate() 공개 메소드

public withFloating1LegFirstDate ( Date d ) : MakeBasisSwap
d Date
리턴 MakeBasisSwap

withFloating1LegNextToLastDate() 공개 메소드

public withFloating1LegNextToLastDate ( Date d ) : MakeBasisSwap
d Date
리턴 MakeBasisSwap

withFloating1LegRule() 공개 메소드

public withFloating1LegRule ( DateGeneration r ) : MakeBasisSwap
r DateGeneration
리턴 MakeBasisSwap

withFloating1LegTenor() 공개 메소드

public withFloating1LegTenor ( Period t ) : MakeBasisSwap
t Period
리턴 MakeBasisSwap

withFloating1LegTerminationDateConvention() 공개 메소드

public withFloating1LegTerminationDateConvention ( BusinessDayConvention bdc ) : MakeBasisSwap
bdc BusinessDayConvention
리턴 MakeBasisSwap

withFloating2LegCalendar() 공개 메소드

public withFloating2LegCalendar ( QLNet.Calendar cal ) : MakeBasisSwap
cal QLNet.Calendar
리턴 MakeBasisSwap

withFloating2LegConvention() 공개 메소드

public withFloating2LegConvention ( BusinessDayConvention bdc ) : MakeBasisSwap
bdc BusinessDayConvention
리턴 MakeBasisSwap

withFloating2LegDayCount() 공개 메소드

public withFloating2LegDayCount ( DayCounter dc ) : MakeBasisSwap
dc DayCounter
리턴 MakeBasisSwap

withFloating2LegEndOfMonth() 공개 메소드

public withFloating2LegEndOfMonth ( ) : MakeBasisSwap
리턴 MakeBasisSwap

withFloating2LegEndOfMonth() 공개 메소드

public withFloating2LegEndOfMonth ( bool flag ) : MakeBasisSwap
flag bool
리턴 MakeBasisSwap

withFloating2LegFirstDate() 공개 메소드

public withFloating2LegFirstDate ( Date d ) : MakeBasisSwap
d Date
리턴 MakeBasisSwap

withFloating2LegNextToLastDate() 공개 메소드

public withFloating2LegNextToLastDate ( Date d ) : MakeBasisSwap
d Date
리턴 MakeBasisSwap

withFloating2LegRule() 공개 메소드

public withFloating2LegRule ( DateGeneration r ) : MakeBasisSwap
r DateGeneration
리턴 MakeBasisSwap

withFloating2LegSpread() 공개 메소드

public withFloating2LegSpread ( double sp ) : MakeBasisSwap
sp double
리턴 MakeBasisSwap

withFloating2LegTenor() 공개 메소드

public withFloating2LegTenor ( Period t ) : MakeBasisSwap
t Period
리턴 MakeBasisSwap

withFloating2LegTerminationDateConvention() 공개 메소드

public withFloating2LegTerminationDateConvention ( BusinessDayConvention bdc ) : MakeBasisSwap
bdc BusinessDayConvention
리턴 MakeBasisSwap

withNominal() 공개 메소드

public withNominal ( double n ) : MakeBasisSwap
n double
리턴 MakeBasisSwap

withRule() 공개 메소드

public withRule ( DateGeneration r ) : MakeBasisSwap
r DateGeneration
리턴 MakeBasisSwap

withTerminationDate() 공개 메소드

public withTerminationDate ( Date terminationDate ) : MakeBasisSwap
terminationDate Date
리턴 MakeBasisSwap

withType() 공개 메소드

public withType ( QLNet.BasisSwap type ) : MakeBasisSwap
type QLNet.BasisSwap
리턴 MakeBasisSwap