QLNet.FloatingRateCouponPricer.initialize C# (CSharp) Method

initialize() public abstract method

public abstract initialize ( QLNet.FloatingRateCoupon coupon ) : void
coupon QLNet.FloatingRateCoupon
return void
        public abstract void initialize(FloatingRateCoupon coupon);

Usage Example

Exemplo n.º 1
0
        //////////////////////////////////////////////////////////////////////////////////////
        // Coupon interface
        public override double rate()
        {
            if (pricer_ == null)
            {
                throw new ArgumentException("pricer not set");
            }
            pricer_.initialize(this);
            double result = pricer_.swapletRate();

            return(result);
        }