C# Класс QLNet.Libor

Base class for all BBA LIBOR indexes but the EUR, O/N, and S/N ones LIBOR fixed by BBA.

See .

Наследование: IborIndex

Открытые методы

Метод	Описание
Libor ( string familyName, Period tenor, int settlementDays, Currency currency, QLNet.Calendar financialCenterCalendar, DayCounter dayCounter, Handle h ) : System	http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1412 : UnitedKingdom::Exchange is the fixing calendar for a) all currencies but EUR b) all indexes but o/n and s/n
clone ( Handle h ) : IborIndex
maturityDate ( Date valueDate ) : Date
valueDate ( Date fixingDate ) : Date

Описание методов

Libor() публичный Метод

http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1412 : UnitedKingdom::Exchange is the fixing calendar for a) all currencies but EUR b) all indexes but o/n and s/n

public Libor ( string familyName, Period tenor, int settlementDays, Currency currency, QLNet.Calendar financialCenterCalendar, DayCounter dayCounter, Handle h ) : System
familyName	string
tenor	Period
settlementDays	int
currency	Currency
financialCenterCalendar	QLNet.Calendar
dayCounter	DayCounter
h	Handle
Результат	System

clone() публичный Метод

public clone ( Handle h ) : IborIndex
h	Handle
Результат	IborIndex

maturityDate() публичный Метод

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

valueDate() публичный Метод

public valueDate ( Date fixingDate ) : Date
fixingDate	Date
Результат	Date