C# Class TestSuite.Utilities

显示文件 Open project: ammachado/QLNet Class Usage Examples

Public Methods

Method	Description
flatRate ( Date today, Quote forward, DayCounter dc ) : QLNet.YieldTermStructure
flatRate ( Date today, double forward, DayCounter dc ) : QLNet.YieldTermStructure
flatRate ( Quote forward, DayCounter dc ) : QLNet.YieldTermStructure
flatRate ( double forward, DayCounter dc ) : QLNet.YieldTermStructure
flatVol ( Date today, Quote vol, DayCounter dc ) : QLNet.BlackVolTermStructure
flatVol ( Date today, double vol, DayCounter dc ) : QLNet.BlackVolTermStructure
flatVol ( Quote vol, DayCounter dc ) : QLNet.BlackVolTermStructure
flatVol ( double vol, DayCounter dc ) : QLNet.BlackVolTermStructure
norm ( Vector v, int size, double h ) : double
relativeError ( double x1, double x2, double reference ) : double

Method Details

flatRate() public static method

public static flatRate ( Date today, Quote forward, DayCounter dc ) : QLNet.YieldTermStructure
today	Date
forward	QLNet.Quote
dc	DayCounter
return	QLNet.YieldTermStructure

flatRate() public static method

public static flatRate ( Date today, double forward, DayCounter dc ) : QLNet.YieldTermStructure
today	Date
forward	double
dc	DayCounter
return	QLNet.YieldTermStructure

flatRate() public static method

public static flatRate ( Quote forward, DayCounter dc ) : QLNet.YieldTermStructure
forward	QLNet.Quote
dc	DayCounter
return	QLNet.YieldTermStructure

flatRate() public static method

public static flatRate ( double forward, DayCounter dc ) : QLNet.YieldTermStructure
forward	double
dc	DayCounter
return	QLNet.YieldTermStructure

flatVol() public static method

public static flatVol ( Date today, Quote vol, DayCounter dc ) : QLNet.BlackVolTermStructure
today	Date
vol	QLNet.Quote
dc	DayCounter
return	QLNet.BlackVolTermStructure

flatVol() public static method

public static flatVol ( Date today, double vol, DayCounter dc ) : QLNet.BlackVolTermStructure
today	Date
vol	double
dc	DayCounter
return	QLNet.BlackVolTermStructure

flatVol() public static method

public static flatVol ( Quote vol, DayCounter dc ) : QLNet.BlackVolTermStructure
vol	QLNet.Quote
dc	DayCounter
return	QLNet.BlackVolTermStructure

flatVol() public static method

public static flatVol ( double vol, DayCounter dc ) : QLNet.BlackVolTermStructure
vol	double
dc	DayCounter
return	QLNet.BlackVolTermStructure

norm() public static method

public static norm ( Vector v, int size, double h ) : double
v	Vector
size	int
h	double
return	double

relativeError() public static method

public static relativeError ( double x1, double x2, double reference ) : double
x1	double
x2	double
reference	double
return	double