QLNet.InflationCouponPricer.capletRate C# (CSharp) Method

InflationCouponPricer Class Documentation ファイルを表示 Open project: ammachado/QLNet

capletRate() public method

public capletRate ( double effectiveCap ) : double
effectiveCap double
return double 
        public virtual double capletRate(double effectiveCap)
        {
            return 0;
        }
InflationCouponPricer
capletPrice
capletRate
floorletPrice
floorletRate
initialize
swapletPrice
swapletRate
update