C# Класс QLNet.CapFloorTermVolatilityStructure

Наследование: VolatilityTermStructure

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Открытые методы

Метод	Описание
CapFloorTermVolatilityStructure ( QLNet.Calendar cal, BusinessDayConvention bdc ) : System
CapFloorTermVolatilityStructure ( QLNet.Calendar cal, BusinessDayConvention bdc, DayCounter dc ) : System
CapFloorTermVolatilityStructure ( Date referenceDate, QLNet.Calendar cal, BusinessDayConvention bdc ) : System
CapFloorTermVolatilityStructure ( Date referenceDate, QLNet.Calendar cal, BusinessDayConvention bdc, DayCounter dc ) : System
CapFloorTermVolatilityStructure ( int settlementDays, QLNet.Calendar cal, BusinessDayConvention bdc ) : System
CapFloorTermVolatilityStructure ( int settlementDays, QLNet.Calendar cal, BusinessDayConvention bdc, DayCounter dc ) : System
volatility ( Date end, double strike ) : double
volatility ( Date end, double strike, bool extrapolate ) : double
volatility ( Period length, double strike ) : double
volatility ( Period length, double strike, bool extrapolate ) : double
volatility ( double t, double strike ) : double
volatility ( double t, double strike, bool extrapolate ) : double

Защищенные методы

Метод	Описание
volatilityImpl ( double length, double strike ) : double

Описание методов

CapFloorTermVolatilityStructure() публичный Метод

public CapFloorTermVolatilityStructure ( QLNet.Calendar cal, BusinessDayConvention bdc ) : System
cal	QLNet.Calendar
bdc	BusinessDayConvention
Результат	System

CapFloorTermVolatilityStructure() публичный Метод

public CapFloorTermVolatilityStructure ( QLNet.Calendar cal, BusinessDayConvention bdc, DayCounter dc ) : System
cal	QLNet.Calendar
bdc	BusinessDayConvention
dc	DayCounter
Результат	System

CapFloorTermVolatilityStructure() публичный Метод

public CapFloorTermVolatilityStructure ( Date referenceDate, QLNet.Calendar cal, BusinessDayConvention bdc ) : System
referenceDate	Date
cal	QLNet.Calendar
bdc	BusinessDayConvention
Результат	System

CapFloorTermVolatilityStructure() публичный Метод

public CapFloorTermVolatilityStructure ( Date referenceDate, QLNet.Calendar cal, BusinessDayConvention bdc, DayCounter dc ) : System
referenceDate	Date
cal	QLNet.Calendar
bdc	BusinessDayConvention
dc	DayCounter
Результат	System

CapFloorTermVolatilityStructure() публичный Метод

public CapFloorTermVolatilityStructure ( int settlementDays, QLNet.Calendar cal, BusinessDayConvention bdc ) : System
settlementDays	int
cal	QLNet.Calendar
bdc	BusinessDayConvention
Результат	System

CapFloorTermVolatilityStructure() публичный Метод

public CapFloorTermVolatilityStructure ( int settlementDays, QLNet.Calendar cal, BusinessDayConvention bdc, DayCounter dc ) : System
settlementDays	int
cal	QLNet.Calendar
bdc	BusinessDayConvention
dc	DayCounter
Результат	System

volatility() публичный Метод

public volatility ( Date end, double strike ) : double
end	Date
strike	double
Результат	double

volatility() публичный Метод

public volatility ( Date end, double strike, bool extrapolate ) : double
end	Date
strike	double
extrapolate	bool
Результат	double

volatility() публичный Метод

public volatility ( Period length, double strike ) : double
length	Period
strike	double
Результат	double

volatility() публичный Метод

public volatility ( Period length, double strike, bool extrapolate ) : double
length	Period
strike	double
extrapolate	bool
Результат	double

volatility() публичный Метод

public volatility ( double t, double strike ) : double
t	double
strike	double
Результат	double

volatility() публичный Метод

public volatility ( double t, double strike, bool extrapolate ) : double
t	double
strike	double
extrapolate	bool
Результат	double

volatilityImpl() защищенный Метод

protected volatilityImpl ( double length, double strike ) : double
length	double
strike	double
Результат	double