QLNet.Coupon.accruedAmount C# (CSharp) Метод

accruedAmount() публичный абстрактный Метод

public abstract accruedAmount ( Date d ) : double
d Date
Результат double
        public abstract double accruedAmount(Date d);

Usage Example

Пример #1
0
        //! accrued interest used internally, where includeToday = false

        /*! same as Bond::accruedAmount() but with enable early
         * payments true.  Forces accrued to be calculated in a
         * consistent way for future put/ call dates, which can be
         * problematic in lattice engines when option dates are also
         * coupon dates.
         */
        private double accrued(Date settlement)
        {
            if (settlement == null)
            {
                settlement = settlementDate();
            }

            bool IncludeToday = false;

            for (int i = 0; i < cashflows_.Count; ++i)
            {
                // the first coupon paying after d is the one we're after
                if (!cashflows_[i].hasOccurred(settlement, IncludeToday))
                {
                    Coupon coupon = cashflows_[i] as Coupon;
                    if (coupon != null)
                    {
                        // !!!
                        return(coupon.accruedAmount(settlement) /
                               notional(settlement) * 100.0);
                    }
                    else
                    {
                        return(0.0);
                    }
                }
            }
            return(0.0);
        }
All Usage Examples Of QLNet.Coupon::accruedAmount