C# Class QLNet.YoYInflationCoupon

Coupon paying a YoY-inflation type index
Inheritance: QLNet.InflationCoupon
Exibir arquivo Open project: ammachado/QLNet Class Usage Examples

Protected Properties

Property Type Description
gearing_ double
spread_ double

Public Methods

Method Description
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

Protected Methods

Method Description
checkPricerImpl ( InflationCouponPricer i ) : bool

Method Details

YoYInflationCoupon() public method

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
return QLNet.Time

YoYInflationCoupon() public method

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
return QLNet.Time

adjustedFixing() public method

public adjustedFixing ( ) : double
return double

checkPricerImpl() protected method

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

gearing() public method

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

spread() public method

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

yoyIndex() public method

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

Property Details

gearing_ protected_oe property

protected double gearing_
return double

spread_ protected_oe property

protected double spread_
return double