C# 클래스 QLNet.MultiplicativePriceSeasonality

상속: Seasonality

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공개 메소드들

메소드	설명
MultiplicativePriceSeasonality ( ) : System
MultiplicativePriceSeasonality ( Date seasonalityBaseDate, Frequency frequency, List seasonalityFactors ) : System
correctYoYRate ( Date d, double r, QLNet.InflationTermStructure iTS ) : double
correctZeroRate ( Date d, double r, QLNet.InflationTermStructure iTS ) : double
frequency ( ) : Frequency
isConsistent ( QLNet.InflationTermStructure iTS ) : bool
seasonalityBaseDate ( ) : Date
seasonalityFactor ( Date to ) : double
seasonalityFactors ( ) : List
set ( Date seasonalityBaseDate, Frequency frequency, List seasonalityFactors ) : void

보호된 메소드들

메소드	설명
seasonalityCorrection ( double rate, Date atDate, DayCounter dc, Date curveBaseDate, bool isZeroRate ) : double
validate ( ) : void

메소드 상세

MultiplicativePriceSeasonality() 공개 메소드

public MultiplicativePriceSeasonality ( ) : System
리턴	System

MultiplicativePriceSeasonality() 공개 메소드

public MultiplicativePriceSeasonality ( Date seasonalityBaseDate, Frequency frequency, List seasonalityFactors ) : System
seasonalityBaseDate	Date
frequency	Frequency
seasonalityFactors	List
리턴	System

correctYoYRate() 공개 메소드

public correctYoYRate ( Date d, double r, QLNet.InflationTermStructure iTS ) : double
d	Date
r	double
iTS	QLNet.InflationTermStructure
리턴	double

correctZeroRate() 공개 메소드

public correctZeroRate ( Date d, double r, QLNet.InflationTermStructure iTS ) : double
d	Date
r	double
iTS	QLNet.InflationTermStructure
리턴	double

frequency() 공개 메소드

public frequency ( ) : Frequency
리턴	Frequency

isConsistent() 공개 메소드

public isConsistent ( QLNet.InflationTermStructure iTS ) : bool
iTS	QLNet.InflationTermStructure
리턴	bool

seasonalityBaseDate() 공개 메소드

public seasonalityBaseDate ( ) : Date
리턴	Date

seasonalityCorrection() 보호된 메소드

protected seasonalityCorrection ( double rate, Date atDate, DayCounter dc, Date curveBaseDate, bool isZeroRate ) : double
rate	double
atDate	Date
dc	DayCounter
curveBaseDate	Date
isZeroRate	bool
리턴	double

seasonalityFactor() 공개 메소드

public seasonalityFactor ( Date to ) : double
to	Date
리턴	double

seasonalityFactors() 공개 메소드

public seasonalityFactors ( ) : List
리턴	List

set() 공개 메소드

public set ( Date seasonalityBaseDate, Frequency frequency, List seasonalityFactors ) : void
seasonalityBaseDate	Date
frequency	Frequency
seasonalityFactors	List
리턴	void

validate() 보호된 메소드

protected validate ( ) : void
리턴	void