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QLNet
SwaptionVolatilityMatrix
maxSwapTenor
QLNet.SwaptionVolatilityMatrix.maxSwapTenor C# (CSharp) Méthode
SwaptionVolatilityMatrix Class Documentation
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maxSwapTenor()
public
méthode
public
maxSwapTenor
( ) :
Period
Résultat
Period
public override Period maxSwapTenor() { return swapTenors_.Last(); }
SwaptionVolatilityMatrix
SwaptionVolatilityMatrix
checkInputs
locate
maxDate
maxStrike
maxSwapTenor
minStrike
performCalculations
registerWithMarketData
smileSectionImpl
volatilityImpl