QLNet.CapletVarianceCurve.CapletVarianceCurve C# (CSharp) Метод

CapletVarianceCurve() публичный Метод

public CapletVarianceCurve ( Date referenceDate, List dates, List capletVolCurve, DayCounter dayCounter ) : System
referenceDate Date
dates List
capletVolCurve List
dayCounter DayCounter
Результат System
        public CapletVarianceCurve( Date referenceDate,
            List<Date> dates,
            List<double> capletVolCurve,
            DayCounter dayCounter)
            : base(referenceDate, new Calendar(), BusinessDayConvention.Following, new DayCounter())
        {
            blackCurve_=new BlackVarianceCurve(referenceDate, dates, capletVolCurve, dayCounter, false);
        }