C# Класс QLNet.MultiplicativePriceSeasonality

Наследование: Seasonality
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Открытые методы

Метод Описание
MultiplicativePriceSeasonality ( ) : System
MultiplicativePriceSeasonality ( Date seasonalityBaseDate, Frequency frequency, List seasonalityFactors ) : System
correctYoYRate ( Date d, double r, QLNet.InflationTermStructure iTS ) : double
correctZeroRate ( Date d, double r, QLNet.InflationTermStructure iTS ) : double
frequency ( ) : Frequency
isConsistent ( QLNet.InflationTermStructure iTS ) : bool
seasonalityBaseDate ( ) : Date
seasonalityFactor ( Date to ) : double
seasonalityFactors ( ) : List
set ( Date seasonalityBaseDate, Frequency frequency, List seasonalityFactors ) : void

Защищенные методы

Метод Описание
seasonalityCorrection ( double rate, Date atDate, DayCounter dc, Date curveBaseDate, bool isZeroRate ) : double
validate ( ) : void

Описание методов

MultiplicativePriceSeasonality() публичный Метод

public MultiplicativePriceSeasonality ( ) : System
Результат System

MultiplicativePriceSeasonality() публичный Метод

public MultiplicativePriceSeasonality ( Date seasonalityBaseDate, Frequency frequency, List seasonalityFactors ) : System
seasonalityBaseDate Date
frequency Frequency
seasonalityFactors List
Результат System

correctYoYRate() публичный Метод

public correctYoYRate ( Date d, double r, QLNet.InflationTermStructure iTS ) : double
d Date
r double
iTS QLNet.InflationTermStructure
Результат double

correctZeroRate() публичный Метод

public correctZeroRate ( Date d, double r, QLNet.InflationTermStructure iTS ) : double
d Date
r double
iTS QLNet.InflationTermStructure
Результат double

frequency() публичный Метод

public frequency ( ) : Frequency
Результат Frequency

isConsistent() публичный Метод

public isConsistent ( QLNet.InflationTermStructure iTS ) : bool
iTS QLNet.InflationTermStructure
Результат bool

seasonalityBaseDate() публичный Метод

public seasonalityBaseDate ( ) : Date
Результат Date

seasonalityCorrection() защищенный Метод

protected seasonalityCorrection ( double rate, Date atDate, DayCounter dc, Date curveBaseDate, bool isZeroRate ) : double
rate double
atDate Date
dc DayCounter
curveBaseDate Date
isZeroRate bool
Результат double

seasonalityFactor() публичный Метод

public seasonalityFactor ( Date to ) : double
to Date
Результат double

seasonalityFactors() публичный Метод

public seasonalityFactors ( ) : List
Результат List

set() публичный Метод

public set ( Date seasonalityBaseDate, Frequency frequency, List seasonalityFactors ) : void
seasonalityBaseDate Date
frequency Frequency
seasonalityFactors List
Результат void

validate() защищенный Метод

protected validate ( ) : void
Результат void