C# Класс QLNet.VolatilityTermStructure

Наследование: QLNet.TermStructure

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Открытые методы

Метод	Описание
VolatilityTermStructure ( ) : System
VolatilityTermStructure ( QLNet.Calendar cal, BusinessDayConvention bdc, DayCounter dc ) : System
VolatilityTermStructure ( Date referenceDate, QLNet.Calendar cal, BusinessDayConvention bdc, DayCounter dc ) : System
VolatilityTermStructure ( int settlementDays, QLNet.Calendar cal, BusinessDayConvention bdc, DayCounter dc ) : System
businessDayConvention ( ) : BusinessDayConvention
maxStrike ( ) : double
minStrike ( ) : double
optionDateFromTenor ( Period p ) : Date

Защищенные методы

Метод	Описание
checkStrike ( double strike, bool extrapolate ) : void

Описание методов

VolatilityTermStructure() публичный Метод

public VolatilityTermStructure ( ) : System
Результат	System

VolatilityTermStructure() публичный Метод

public VolatilityTermStructure ( QLNet.Calendar cal, BusinessDayConvention bdc, DayCounter dc ) : System
cal	QLNet.Calendar
bdc	BusinessDayConvention
dc	DayCounter
Результат	System

VolatilityTermStructure() публичный Метод

public VolatilityTermStructure ( Date referenceDate, QLNet.Calendar cal, BusinessDayConvention bdc, DayCounter dc ) : System
referenceDate	Date
cal	QLNet.Calendar
bdc	BusinessDayConvention
dc	DayCounter
Результат	System

VolatilityTermStructure() публичный Метод

public VolatilityTermStructure ( int settlementDays, QLNet.Calendar cal, BusinessDayConvention bdc, DayCounter dc ) : System
settlementDays	int
cal	QLNet.Calendar
bdc	BusinessDayConvention
dc	DayCounter
Результат	System

businessDayConvention() публичный Метод

public businessDayConvention ( ) : BusinessDayConvention
Результат	BusinessDayConvention

checkStrike() защищенный Метод

protected checkStrike ( double strike, bool extrapolate ) : void
strike	double
extrapolate	bool
Результат	void

maxStrike() публичный Метод

public maxStrike ( ) : double
Результат	double

minStrike() публичный Метод

public minStrike ( ) : double
Результат	double

optionDateFromTenor() публичный Метод

public optionDateFromTenor ( Period p ) : Date
p	Period
Результат	Date