C# Класс QLNet.MakeBasisSwap

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Открытые методы

Метод Описание
MakeBasisSwap ( Period swapTenor, IborIndex index1, IborIndex index2 ) : System
MakeBasisSwap ( Period swapTenor, IborIndex index1, IborIndex index2, Period forwardStart ) : System
receiveFixed ( ) : MakeBasisSwap
receiveFixed ( bool flag ) : MakeBasisSwap
value ( ) : QLNet.BasisSwap
withDiscountingTermStructure ( Handle discountingTermStructure1, Handle discountingTermStructure2 ) : MakeBasisSwap
withEffectiveDate ( Date effectiveDate ) : MakeBasisSwap
withFloating1Calendar ( QLNet.Calendar cal ) : MakeBasisSwap
withFloating1LegConvention ( BusinessDayConvention bdc ) : MakeBasisSwap
withFloating1LegDayCount ( DayCounter dc ) : MakeBasisSwap
withFloating1LegEndOfMonth ( ) : MakeBasisSwap
withFloating1LegEndOfMonth ( bool flag ) : MakeBasisSwap
withFloating1LegFirstDate ( Date d ) : MakeBasisSwap
withFloating1LegNextToLastDate ( Date d ) : MakeBasisSwap
withFloating1LegRule ( DateGeneration r ) : MakeBasisSwap
withFloating1LegTenor ( Period t ) : MakeBasisSwap
withFloating1LegTerminationDateConvention ( BusinessDayConvention bdc ) : MakeBasisSwap
withFloating2LegCalendar ( QLNet.Calendar cal ) : MakeBasisSwap
withFloating2LegConvention ( BusinessDayConvention bdc ) : MakeBasisSwap
withFloating2LegDayCount ( DayCounter dc ) : MakeBasisSwap
withFloating2LegEndOfMonth ( ) : MakeBasisSwap
withFloating2LegEndOfMonth ( bool flag ) : MakeBasisSwap
withFloating2LegFirstDate ( Date d ) : MakeBasisSwap
withFloating2LegNextToLastDate ( Date d ) : MakeBasisSwap
withFloating2LegRule ( DateGeneration r ) : MakeBasisSwap
withFloating2LegSpread ( double sp ) : MakeBasisSwap
withFloating2LegTenor ( Period t ) : MakeBasisSwap
withFloating2LegTerminationDateConvention ( BusinessDayConvention bdc ) : MakeBasisSwap
withNominal ( double n ) : MakeBasisSwap
withRule ( DateGeneration r ) : MakeBasisSwap
withTerminationDate ( Date terminationDate ) : MakeBasisSwap
withType ( QLNet.BasisSwap type ) : MakeBasisSwap

Описание методов

MakeBasisSwap() публичный Метод

public MakeBasisSwap ( Period swapTenor, IborIndex index1, IborIndex index2 ) : System
swapTenor Period
index1 IborIndex
index2 IborIndex
Результат System

MakeBasisSwap() публичный Метод

public MakeBasisSwap ( Period swapTenor, IborIndex index1, IborIndex index2, Period forwardStart ) : System
swapTenor Period
index1 IborIndex
index2 IborIndex
forwardStart Period
Результат System

receiveFixed() публичный Метод

public receiveFixed ( ) : MakeBasisSwap
Результат MakeBasisSwap

receiveFixed() публичный Метод

public receiveFixed ( bool flag ) : MakeBasisSwap
flag bool
Результат MakeBasisSwap

value() публичный Метод

public value ( ) : QLNet.BasisSwap
Результат QLNet.BasisSwap

withDiscountingTermStructure() публичный Метод

public withDiscountingTermStructure ( Handle discountingTermStructure1, Handle discountingTermStructure2 ) : MakeBasisSwap
discountingTermStructure1 Handle
discountingTermStructure2 Handle
Результат MakeBasisSwap

withEffectiveDate() публичный Метод

public withEffectiveDate ( Date effectiveDate ) : MakeBasisSwap
effectiveDate Date
Результат MakeBasisSwap

withFloating1Calendar() публичный Метод

public withFloating1Calendar ( QLNet.Calendar cal ) : MakeBasisSwap
cal QLNet.Calendar
Результат MakeBasisSwap

withFloating1LegConvention() публичный Метод

public withFloating1LegConvention ( BusinessDayConvention bdc ) : MakeBasisSwap
bdc BusinessDayConvention
Результат MakeBasisSwap

withFloating1LegDayCount() публичный Метод

public withFloating1LegDayCount ( DayCounter dc ) : MakeBasisSwap
dc DayCounter
Результат MakeBasisSwap

withFloating1LegEndOfMonth() публичный Метод

public withFloating1LegEndOfMonth ( ) : MakeBasisSwap
Результат MakeBasisSwap

withFloating1LegEndOfMonth() публичный Метод

public withFloating1LegEndOfMonth ( bool flag ) : MakeBasisSwap
flag bool
Результат MakeBasisSwap

withFloating1LegFirstDate() публичный Метод

public withFloating1LegFirstDate ( Date d ) : MakeBasisSwap
d Date
Результат MakeBasisSwap

withFloating1LegNextToLastDate() публичный Метод

public withFloating1LegNextToLastDate ( Date d ) : MakeBasisSwap
d Date
Результат MakeBasisSwap

withFloating1LegRule() публичный Метод

public withFloating1LegRule ( DateGeneration r ) : MakeBasisSwap
r DateGeneration
Результат MakeBasisSwap

withFloating1LegTenor() публичный Метод

public withFloating1LegTenor ( Period t ) : MakeBasisSwap
t Period
Результат MakeBasisSwap

withFloating1LegTerminationDateConvention() публичный Метод

public withFloating1LegTerminationDateConvention ( BusinessDayConvention bdc ) : MakeBasisSwap
bdc BusinessDayConvention
Результат MakeBasisSwap

withFloating2LegCalendar() публичный Метод

public withFloating2LegCalendar ( QLNet.Calendar cal ) : MakeBasisSwap
cal QLNet.Calendar
Результат MakeBasisSwap

withFloating2LegConvention() публичный Метод

public withFloating2LegConvention ( BusinessDayConvention bdc ) : MakeBasisSwap
bdc BusinessDayConvention
Результат MakeBasisSwap

withFloating2LegDayCount() публичный Метод

public withFloating2LegDayCount ( DayCounter dc ) : MakeBasisSwap
dc DayCounter
Результат MakeBasisSwap

withFloating2LegEndOfMonth() публичный Метод

public withFloating2LegEndOfMonth ( ) : MakeBasisSwap
Результат MakeBasisSwap

withFloating2LegEndOfMonth() публичный Метод

public withFloating2LegEndOfMonth ( bool flag ) : MakeBasisSwap
flag bool
Результат MakeBasisSwap

withFloating2LegFirstDate() публичный Метод

public withFloating2LegFirstDate ( Date d ) : MakeBasisSwap
d Date
Результат MakeBasisSwap

withFloating2LegNextToLastDate() публичный Метод

public withFloating2LegNextToLastDate ( Date d ) : MakeBasisSwap
d Date
Результат MakeBasisSwap

withFloating2LegRule() публичный Метод

public withFloating2LegRule ( DateGeneration r ) : MakeBasisSwap
r DateGeneration
Результат MakeBasisSwap

withFloating2LegSpread() публичный Метод

public withFloating2LegSpread ( double sp ) : MakeBasisSwap
sp double
Результат MakeBasisSwap

withFloating2LegTenor() публичный Метод

public withFloating2LegTenor ( Period t ) : MakeBasisSwap
t Period
Результат MakeBasisSwap

withFloating2LegTerminationDateConvention() публичный Метод

public withFloating2LegTerminationDateConvention ( BusinessDayConvention bdc ) : MakeBasisSwap
bdc BusinessDayConvention
Результат MakeBasisSwap

withNominal() публичный Метод

public withNominal ( double n ) : MakeBasisSwap
n double
Результат MakeBasisSwap

withRule() публичный Метод

public withRule ( DateGeneration r ) : MakeBasisSwap
r DateGeneration
Результат MakeBasisSwap

withTerminationDate() публичный Метод

public withTerminationDate ( Date terminationDate ) : MakeBasisSwap
terminationDate Date
Результат MakeBasisSwap

withType() публичный Метод

public withType ( QLNet.BasisSwap type ) : MakeBasisSwap
type QLNet.BasisSwap
Результат MakeBasisSwap