C# Класс QLNet.IborIndex

Наследование: InterestRateIndex
Показать файл Открыть проект Примеры использования класса

Открытые методы

Метод Описание
IborIndex ( ) : System
IborIndex ( string familyName, Period tenor, int settlementDays, Currency currency, QLNet.Calendar fixingCalendar, BusinessDayConvention convention, bool endOfMonth, QLNet.DayCounter dayCounter ) : System
IborIndex ( string familyName, Period tenor, int settlementDays, Currency currency, QLNet.Calendar fixingCalendar, BusinessDayConvention convention, bool endOfMonth, QLNet.DayCounter dayCounter, Handle h ) : System
clone ( Handle forwarding ) : IborIndex

Returns a copy of itself linked to a different forwarding curve.
maturityDate ( Date valueDate ) : Date

Защищенные методы

Метод Описание
forecastFixing ( Date fixingDate ) : double

Приватные методы

Метод Описание
businessDayConvention ( ) : BusinessDayConvention
endOfMonth ( ) : bool
forwardingTermStructure ( ) : Handle

Описание методов

IborIndex() публичный Метод

public IborIndex ( ) : System
Результат System

IborIndex() публичный Метод

public IborIndex ( string familyName, Period tenor, int settlementDays, Currency currency, QLNet.Calendar fixingCalendar, BusinessDayConvention convention, bool endOfMonth, QLNet.DayCounter dayCounter ) : System
familyName string
tenor Period
settlementDays int
currency Currency
fixingCalendar QLNet.Calendar
convention BusinessDayConvention
endOfMonth bool
dayCounter QLNet.DayCounter
Результат System

IborIndex() публичный Метод

public IborIndex ( string familyName, Period tenor, int settlementDays, Currency currency, QLNet.Calendar fixingCalendar, BusinessDayConvention convention, bool endOfMonth, QLNet.DayCounter dayCounter, Handle h ) : System
familyName string
tenor Period
settlementDays int
currency Currency
fixingCalendar QLNet.Calendar
convention BusinessDayConvention
endOfMonth bool
dayCounter QLNet.DayCounter
h Handle
Результат System

clone() публичный Метод

Returns a copy of itself linked to a different forwarding curve.
public clone ( Handle forwarding ) : IborIndex
forwarding Handle
Результат IborIndex

forecastFixing() защищенный Метод

protected forecastFixing ( Date fixingDate ) : double
fixingDate Date
Результат double

maturityDate() публичный Метод

public maturityDate ( Date valueDate ) : Date
valueDate Date
Результат Date