C# 클래스 QLNet.VolatilityTermStructure

상속: QLNet.TermStructure

파일 보기 프로젝트 열기: ammachado/QLNet

공개 메소드들

메소드	설명
VolatilityTermStructure ( ) : System
VolatilityTermStructure ( QLNet.Calendar cal, BusinessDayConvention bdc, DayCounter dc ) : System
VolatilityTermStructure ( Date referenceDate, QLNet.Calendar cal, BusinessDayConvention bdc, DayCounter dc ) : System
VolatilityTermStructure ( int settlementDays, QLNet.Calendar cal, BusinessDayConvention bdc, DayCounter dc ) : System
businessDayConvention ( ) : BusinessDayConvention
maxStrike ( ) : double
minStrike ( ) : double
optionDateFromTenor ( Period p ) : Date

보호된 메소드들

메소드	설명
checkStrike ( double strike, bool extrapolate ) : void

메소드 상세

VolatilityTermStructure() 공개 메소드

public VolatilityTermStructure ( ) : System
리턴	System

VolatilityTermStructure() 공개 메소드

public VolatilityTermStructure ( QLNet.Calendar cal, BusinessDayConvention bdc, DayCounter dc ) : System
cal	QLNet.Calendar
bdc	BusinessDayConvention
dc	DayCounter
리턴	System

VolatilityTermStructure() 공개 메소드

public VolatilityTermStructure ( Date referenceDate, QLNet.Calendar cal, BusinessDayConvention bdc, DayCounter dc ) : System
referenceDate	Date
cal	QLNet.Calendar
bdc	BusinessDayConvention
dc	DayCounter
리턴	System

VolatilityTermStructure() 공개 메소드

public VolatilityTermStructure ( int settlementDays, QLNet.Calendar cal, BusinessDayConvention bdc, DayCounter dc ) : System
settlementDays	int
cal	QLNet.Calendar
bdc	BusinessDayConvention
dc	DayCounter
리턴	System

businessDayConvention() 공개 메소드

public businessDayConvention ( ) : BusinessDayConvention
리턴	BusinessDayConvention

checkStrike() 보호된 메소드

protected checkStrike ( double strike, bool extrapolate ) : void
strike	double
extrapolate	bool
리턴	void

maxStrike() 공개 메소드

public maxStrike ( ) : double
리턴	double

minStrike() 공개 메소드

public minStrike ( ) : double
리턴	double

optionDateFromTenor() 공개 메소드

public optionDateFromTenor ( Period p ) : Date
p	Period
리턴	Date