C# Класс QLNet.ConstantCapFloorTermVolatility

Наследование: CapFloorTermVolatilityStructure

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Открытые методы

Метод	Описание
ConstantCapFloorTermVolatility ( Date referenceDate, QLNet.Calendar cal, BusinessDayConvention bdc, Handle volatility, DayCounter dc ) : System
ConstantCapFloorTermVolatility ( Date referenceDate, QLNet.Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dc ) : System
ConstantCapFloorTermVolatility ( int settlementDays, QLNet.Calendar cal, BusinessDayConvention bdc, Handle volatility, DayCounter dc ) : System
ConstantCapFloorTermVolatility ( int settlementDays, QLNet.Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dc ) : System
maxDate ( ) : Date
maxStrike ( ) : double
minStrike ( ) : double

Защищенные методы

Метод	Описание
volatilityImpl ( double t, double rate ) : double

Описание методов

ConstantCapFloorTermVolatility() публичный Метод

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

ConstantCapFloorTermVolatility() публичный Метод

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

ConstantCapFloorTermVolatility() публичный Метод

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

ConstantCapFloorTermVolatility() публичный Метод

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

maxDate() публичный Метод

public maxDate ( ) : Date
Результат	Date

maxStrike() публичный Метод

public maxStrike ( ) : double
Результат	double

minStrike() публичный Метод

public minStrike ( ) : double
Результат	double

volatilityImpl() защищенный Метод

protected volatilityImpl ( double t, double rate ) : double
t	double
rate	double
Результат	double