프로퍼티 | 타입 | 설명 | |
---|---|---|---|
atm | AtmVolatility | ||
atmVolMatrix | RelinkableHandle |
||
conventions | SwaptionMarketConventions | ||
termStructure | RelinkableHandle |
메소드 | 설명 | |
---|---|---|
CommonVars ( ) : System | ||
makeCoherenceTest ( string description, |
||
makeObservabilityTest ( string description, QLNet.SwaptionVolatilityStructure vol, bool mktDataFloating, bool referenceDateFloating ) : void |
public makeCoherenceTest ( string description, |
||
description | string | |
vol | ||
리턴 | void |
public makeObservabilityTest ( string description, QLNet.SwaptionVolatilityStructure vol, bool mktDataFloating, bool referenceDateFloating ) : void | ||
description | string | |
vol | QLNet.SwaptionVolatilityStructure | |
mktDataFloating | bool | |
referenceDateFloating | bool | |
리턴 | void |