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TestSuite
T_SwaptionVolatilityMatrix.AtmVolatility
C# Class TestSuite.T_SwaptionVolatilityMatrix.AtmVolatility
显示文件
Open project: ammachado/QLNet
Public Properties
Property
Type
Description
tenors
SwaptionTenors
vols
Matrix
volsHandle
List
>>
Public Methods
Method
Description
setMarketData
( ) :
void
Method Details
setMarketData()
public
method
public
setMarketData
( ) :
void
return
void
Property Details
tenors
public_oe property
public
SwaptionTenors
tenors
return
SwaptionTenors
vols
public_oe property
public
Matrix
vols
return
Matrix
volsHandle
public_oe property
public
List
>>
volsHandle
return
List
>>