QLNet.Period.frequency C# (CSharp) Method

frequency() private method

private frequency ( ) : Frequency
return Frequency
        public Frequency frequency()
        {
            return Frequency;
        }

Usage Example

        /*! simple annual compounding coupon rates
         *  with internal schedule calculation */
        public FixedRateBond(int settlementDays,
                             Calendar calendar,
                             double faceAmount,
                             Date startDate,
                             Date maturityDate,
                             Period tenor,
                             List <double> coupons,
                             DayCounter accrualDayCounter,
                             BusinessDayConvention accrualConvention,
                             BusinessDayConvention paymentConvention,
                             double redemption,
                             Date issueDate,
                             Date stubDate,
                             DateGeneration.Rule rule,
                             bool endOfMonth,
                             Calendar paymentCalendar)
            : base(settlementDays, paymentCalendar == new Calendar() ? calendar : paymentCalendar,
                   issueDate)
        {
            frequency_    = tenor.frequency();
            dayCounter_   = accrualDayCounter;
            maturityDate_ = maturityDate;

            Date firstDate, nextToLastDate;

            switch (rule)
            {
            case DateGeneration.Rule.Backward:
                firstDate      = null;
                nextToLastDate = stubDate;
                break;

            case DateGeneration.Rule.Forward:
                firstDate      = stubDate;
                nextToLastDate = null;
                break;

            case DateGeneration.Rule.Zero:
            case DateGeneration.Rule.ThirdWednesday:
            case DateGeneration.Rule.Twentieth:
            case DateGeneration.Rule.TwentiethIMM:
                throw new ApplicationException("stub date (" + stubDate + ") not allowed with " + rule + " DateGeneration::Rule");

            default:
                throw new ApplicationException("unknown DateGeneration::Rule (" + rule + ")");
            }


            Schedule schedule = new Schedule(startDate, maturityDate_, tenor,
                                             calendar, accrualConvention, accrualConvention,
                                             rule, endOfMonth,
                                             firstDate, nextToLastDate);


            cashflows_ = new FixedRateLeg(schedule)
                         .withCouponRates(coupons, accrualDayCounter)
                         .withPaymentCalendar(calendar_)
                         .withNotionals(faceAmount)
                         .withPaymentAdjustment(paymentConvention);

            addRedemptionsToCashflows(new List <double>()
            {
                redemption
            });


            if (cashflows().Count == 0)
            {
                throw new ApplicationException("bond with no cashflows!");
            }

            if (redemptions_.Count != 1)
            {
                throw new ApplicationException("multiple redemptions created");
            }
        }
All Usage Examples Of QLNet.Period::frequency