C# Класс QLNet.IndexedCashFlow

Cash flow dependent on an index ratio. This cash flow is not a coupon, i.e., there's no accrual. The amount is either i(T)/i(0) or i(T)/i(0) - 1, depending on the growthOnly parameter. We expect this to be used inside an instrument that does all the date adjustment etc., so this takes just dates and does not change them. growthOnly = false means i(T)/i(0), which is a bond-type setting. growthOnly = true means i(T)/i(0) - 1, which is a swap-type setting.

Наследование: CashFlow

Показать файл Открыть проект Примеры использования класса

Открытые методы

Метод	Описание
IndexedCashFlow ( double notional, Index index, QLNet.Date baseDate, QLNet.Date fixingDate, QLNet.Date paymentDate )
IndexedCashFlow ( double notional, Index index, QLNet.Date baseDate, QLNet.Date fixingDate, QLNet.Date paymentDate, bool growthOnly )
amount ( ) : double
baseDate ( ) : QLNet.Date
fixingDate ( ) : QLNet.Date
growthOnly ( ) : bool
index ( ) : Index
notional ( ) : double

Описание методов

IndexedCashFlow() публичный Метод

public IndexedCashFlow ( double notional, Index index, QLNet.Date baseDate, QLNet.Date fixingDate, QLNet.Date paymentDate )
notional	double
index	Index
baseDate	QLNet.Date
fixingDate	QLNet.Date
paymentDate	QLNet.Date

IndexedCashFlow() публичный Метод

public IndexedCashFlow ( double notional, Index index, QLNet.Date baseDate, QLNet.Date fixingDate, QLNet.Date paymentDate, bool growthOnly )
notional	double
index	Index
baseDate	QLNet.Date
fixingDate	QLNet.Date
paymentDate	QLNet.Date
growthOnly	bool

amount() публичный Метод

public amount ( ) : double
Результат	double

baseDate() публичный Метод

public baseDate ( ) : QLNet.Date
Результат	QLNet.Date

fixingDate() публичный Метод

public fixingDate ( ) : QLNet.Date
Результат	QLNet.Date

growthOnly() публичный Метод

public growthOnly ( ) : bool
Результат	bool

index() публичный Метод

public index ( ) : Index
Результат	Index

notional() публичный Метод

public notional ( ) : double
Результат	double