C# Class QLNet.Cashflows.YoYInflationLeg

Helper class building a sequence of capped/floored yoy inflation coupons. Payoff is: spread + gearing x index.

Inheritance: YoYInflationLegBase

显示文件 Open project: ammachado/QLNet

Public Methods

Method	Description
YoYInflationLeg ( Schedule schedule, Calendar cal, YoYInflationIndex index, Period observationLag ) : System.Collections.Generic
value ( ) : List

Method Details

YoYInflationLeg() public method

public YoYInflationLeg ( Schedule schedule, Calendar cal, YoYInflationIndex index, Period observationLag ) : System.Collections.Generic
schedule	Schedule
cal	Calendar
index	YoYInflationIndex
observationLag	Period
return	System.Collections.Generic

value() public method

public value ( ) : List
return	List