QLNet.Quote.value C# (CSharp) Method

value() private method

private value ( ) : double
return double
        public virtual double value()
        {
            return Value();
        }

Usage Example

        protected override double zeroYieldImpl(double t)
        {
            // to be fixed: user-defined daycounter should be used
            InterestRate zeroRate     = originalCurve_.link.zeroRate(t, comp_, freq_, true);
            InterestRate spreadedRate = new InterestRate(zeroRate.value() + spread_.value(), zeroRate.dayCounter(),
                                                         zeroRate.compounding(), zeroRate.frequency());

            return(spreadedRate.equivalentRate(t, Compounding.Continuous, Frequency.NoFrequency).value());
        }
All Usage Examples Of QLNet.Quote::value