C# 클래스 TestSuite.Utilities

파일 보기 프로젝트 열기: ammachado/QLNet 1 사용 예제들

공개 메소드들

메소드	설명
flatRate ( Date today, Quote forward, DayCounter dc ) : QLNet.YieldTermStructure
flatRate ( Date today, double forward, DayCounter dc ) : QLNet.YieldTermStructure
flatRate ( Quote forward, DayCounter dc ) : QLNet.YieldTermStructure
flatRate ( double forward, DayCounter dc ) : QLNet.YieldTermStructure
flatVol ( Date today, Quote vol, DayCounter dc ) : QLNet.BlackVolTermStructure
flatVol ( Date today, double vol, DayCounter dc ) : QLNet.BlackVolTermStructure
flatVol ( Quote vol, DayCounter dc ) : QLNet.BlackVolTermStructure
flatVol ( double vol, DayCounter dc ) : QLNet.BlackVolTermStructure
norm ( Vector v, int size, double h ) : double
relativeError ( double x1, double x2, double reference ) : double

메소드 상세

flatRate() 공개 정적인 메소드

public static flatRate ( Date today, Quote forward, DayCounter dc ) : QLNet.YieldTermStructure
today	Date
forward	QLNet.Quote
dc	DayCounter
리턴	QLNet.YieldTermStructure

flatRate() 공개 정적인 메소드

public static flatRate ( Date today, double forward, DayCounter dc ) : QLNet.YieldTermStructure
today	Date
forward	double
dc	DayCounter
리턴	QLNet.YieldTermStructure

flatRate() 공개 정적인 메소드

public static flatRate ( Quote forward, DayCounter dc ) : QLNet.YieldTermStructure
forward	QLNet.Quote
dc	DayCounter
리턴	QLNet.YieldTermStructure

flatRate() 공개 정적인 메소드

public static flatRate ( double forward, DayCounter dc ) : QLNet.YieldTermStructure
forward	double
dc	DayCounter
리턴	QLNet.YieldTermStructure

flatVol() 공개 정적인 메소드

public static flatVol ( Date today, Quote vol, DayCounter dc ) : QLNet.BlackVolTermStructure
today	Date
vol	QLNet.Quote
dc	DayCounter
리턴	QLNet.BlackVolTermStructure

flatVol() 공개 정적인 메소드

public static flatVol ( Date today, double vol, DayCounter dc ) : QLNet.BlackVolTermStructure
today	Date
vol	double
dc	DayCounter
리턴	QLNet.BlackVolTermStructure

flatVol() 공개 정적인 메소드

public static flatVol ( Quote vol, DayCounter dc ) : QLNet.BlackVolTermStructure
vol	QLNet.Quote
dc	DayCounter
리턴	QLNet.BlackVolTermStructure

flatVol() 공개 정적인 메소드

public static flatVol ( double vol, DayCounter dc ) : QLNet.BlackVolTermStructure
vol	double
dc	DayCounter
리턴	QLNet.BlackVolTermStructure

norm() 공개 정적인 메소드

public static norm ( Vector v, int size, double h ) : double
v	Vector
size	int
h	double
리턴	double

relativeError() 공개 정적인 메소드

public static relativeError ( double x1, double x2, double reference ) : double
x1	double
x2	double
reference	double
리턴	double