Свойство | Тип | Описание | |
---|---|---|---|
termStructure_ | Handle |
Метод | Описание | |
---|---|---|
BMAIndex ( ) : System | ||
BMAIndex ( Handle |
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fixingSchedule ( Date start, Date end ) : |
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forwardingTermStructure ( ) : Handle |
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isValidFixingDate ( Date fixingDate ) : bool | ||
maturityDate ( Date valueDate ) : Date | ||
name ( ) : string |
Метод | Описание | |
---|---|---|
forecastFixing ( Date fixingDate ) : double |
public fixingSchedule ( Date start, Date end ) : |
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start | Date | |
end | Date | |
Результат |
protected forecastFixing ( Date fixingDate ) : double | ||
fixingDate | Date | |
Результат | double |
public forwardingTermStructure ( ) : Handle |
||
Результат | Handle |
public isValidFixingDate ( Date fixingDate ) : bool | ||
fixingDate | Date | |
Результат | bool |
public maturityDate ( Date valueDate ) : Date | ||
valueDate | Date | |
Результат | Date |