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public factory ( double nominal, Date paymentDate, Date startDate, Date endDate, int fixingDays, |
||
| nominal | double | |
| paymentDate | Date | |
| startDate | Date | |
| endDate | Date | |
| fixingDays | int | |
| index | ||
| gearing | double | |
| spread | double | |
| cap | double | |
| floor | double | |
| refPeriodStart | Date | |
| refPeriodEnd | Date | |
| dayCounter | DayCounter | |
| isInArrears | bool | |
| Результат | CashFlow | |
public virtual CashFlow factory(double nominal, Date paymentDate, Date startDate, Date endDate, int fixingDays, InterestRateIndex index, double gearing, double spread, double? cap, double? floor, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, bool isInArrears)
{
return new CappedFlooredCoupon(new FloatingRateCoupon(nominal, paymentDate, startDate, endDate, fixingDays, index, gearing, spread, refPeriodStart, refPeriodEnd, dayCounter, isInArrears), cap, floor);
}
