Method | Description | |
---|---|---|
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 ( |
Method | Description | |
---|---|---|
checkStrike ( double strike, bool extrapolate ) : void |
public VolatilityTermStructure ( QLNet.Calendar cal, BusinessDayConvention bdc, DayCounter dc ) : System | ||
cal | QLNet.Calendar | |
bdc | BusinessDayConvention | |
dc | DayCounter | |
return | System |
public VolatilityTermStructure ( Date referenceDate, QLNet.Calendar cal, BusinessDayConvention bdc, DayCounter dc ) : System | ||
referenceDate | Date | |
cal | QLNet.Calendar | |
bdc | BusinessDayConvention | |
dc | DayCounter | |
return | System |
public VolatilityTermStructure ( int settlementDays, QLNet.Calendar cal, BusinessDayConvention bdc, DayCounter dc ) : System | ||
settlementDays | int | |
cal | QLNet.Calendar | |
bdc | BusinessDayConvention | |
dc | DayCounter | |
return | System |
public businessDayConvention ( ) : BusinessDayConvention | ||
return | BusinessDayConvention |
protected checkStrike ( double strike, bool extrapolate ) : void | ||
strike | double | |
extrapolate | bool | |
return | void |
public optionDateFromTenor ( |
||
p | ||
return | Date |