QLNet.FloatingRateCouponPricer.optionletPrice C# (CSharp) Method

FloatingRateCouponPricer Class Documentation Exibir arquivo Open project: ammachado/QLNet

optionletPrice() protected abstract method

protected abstract optionletPrice ( Option optionType, double effStrike ) : double
optionType Option
effStrike double
return double 
        protected abstract double optionletPrice(Option.Type optionType, double effStrike);
FloatingRateCouponPricer
capletPrice
capletRate
floorletPrice
floorletRate
initialize
optionletPrice
swapletPrice
swapletRate
update