C# 클래스 QLNet.YoYInflationCoupon

Coupon paying a YoY-inflation type index
상속: QLNet.InflationCoupon
파일 보기 프로젝트 열기: ammachado/QLNet 1 사용 예제들

보호된 프로퍼티들

프로퍼티 타입 설명
gearing_ double
spread_ double

공개 메소드들

메소드 설명
YoYInflationCoupon ( QLNet.Date paymentDate, double nominal, QLNet.Date startDate, QLNet.Date endDate, int fixingDays, QLNet.YoYInflationIndex yoyIndex, Period observationLag, DayCounter dayCounter ) : QLNet.Time
YoYInflationCoupon ( QLNet.Date paymentDate, double nominal, QLNet.Date startDate, QLNet.Date endDate, int fixingDays, QLNet.YoYInflationIndex yoyIndex, Period observationLag, DayCounter dayCounter, double gearing, double spread, QLNet.Date refPeriodStart, QLNet.Date refPeriodEnd ) : QLNet.Time
adjustedFixing ( ) : double
gearing ( ) : double

index gearing, i.e. multiplicative coefficient for the index
spread ( ) : double

spread paid over the fixing of the underlying index
yoyIndex ( ) : QLNet.YoYInflationIndex

보호된 메소드들

메소드 설명
checkPricerImpl ( InflationCouponPricer i ) : bool

메소드 상세

YoYInflationCoupon() 공개 메소드

public YoYInflationCoupon ( QLNet.Date paymentDate, double nominal, QLNet.Date startDate, QLNet.Date endDate, int fixingDays, QLNet.YoYInflationIndex yoyIndex, Period observationLag, DayCounter dayCounter ) : QLNet.Time
paymentDate QLNet.Date
nominal double
startDate QLNet.Date
endDate QLNet.Date
fixingDays int
yoyIndex QLNet.YoYInflationIndex
observationLag Period
dayCounter DayCounter
리턴 QLNet.Time

YoYInflationCoupon() 공개 메소드

public YoYInflationCoupon ( QLNet.Date paymentDate, double nominal, QLNet.Date startDate, QLNet.Date endDate, int fixingDays, QLNet.YoYInflationIndex yoyIndex, Period observationLag, DayCounter dayCounter, double gearing, double spread, QLNet.Date refPeriodStart, QLNet.Date refPeriodEnd ) : QLNet.Time
paymentDate QLNet.Date
nominal double
startDate QLNet.Date
endDate QLNet.Date
fixingDays int
yoyIndex QLNet.YoYInflationIndex
observationLag Period
dayCounter DayCounter
gearing double
spread double
refPeriodStart QLNet.Date
refPeriodEnd QLNet.Date
리턴 QLNet.Time

adjustedFixing() 공개 메소드

public adjustedFixing ( ) : double
리턴 double

checkPricerImpl() 보호된 메소드

protected checkPricerImpl ( InflationCouponPricer i ) : bool
i InflationCouponPricer
리턴 bool

gearing() 공개 메소드

index gearing, i.e. multiplicative coefficient for the index
public gearing ( ) : double
리턴 double

spread() 공개 메소드

spread paid over the fixing of the underlying index
public spread ( ) : double
리턴 double

yoyIndex() 공개 메소드

public yoyIndex ( ) : QLNet.YoYInflationIndex
리턴 QLNet.YoYInflationIndex

프로퍼티 상세

gearing_ 보호되어 있는 프로퍼티

protected double gearing_
리턴 double

spread_ 보호되어 있는 프로퍼티

protected double spread_
리턴 double