C# Class QLNet.CmsCoupon

Inheritance: QLNet.FloatingRateCoupon

Exibir arquivo Open project: ammachado/QLNet Class Usage Examples

Public Methods

Method	Description
CmsCoupon ( ) : System
CmsCoupon ( double nominal, Date paymentDate, Date startDate, Date endDate, int fixingDays, QLNet.SwapIndex swapIndex, double gearing = 1.0, double spread = 0.0, Date refPeriodStart = null, Date refPeriodEnd = null, DayCounter dayCounter = null, bool isInArrears = false ) : System
swapIndex ( ) : QLNet.SwapIndex

Method Details

CmsCoupon() public method

public CmsCoupon ( ) : System
return	System

CmsCoupon() public method

public CmsCoupon ( double nominal, Date paymentDate, Date startDate, Date endDate, int fixingDays, QLNet.SwapIndex swapIndex, double gearing = 1.0, double spread = 0.0, Date refPeriodStart = null, Date refPeriodEnd = null, DayCounter dayCounter = null, bool isInArrears = false ) : System
nominal	double
paymentDate	Date
startDate	Date
endDate	Date
fixingDays	int
swapIndex	QLNet.SwapIndex
gearing	double
spread	double
refPeriodStart	Date
refPeriodEnd	Date
dayCounter	DayCounter
isInArrears	bool
return	System

swapIndex() public method

public swapIndex ( ) : QLNet.SwapIndex
return	QLNet.SwapIndex