QLNet.FRARateHelper.FRARateHelper C# (CSharp) Метод

Документация по классу FRARateHelper Показать файл Открыть проект

FRARateHelper() публичный Метод

public FRARateHelper ( Handle rate, int monthsToStart, IborIndex i ) : System
rate Handle
monthsToStart int
i IborIndex
Результат System 
        public FRARateHelper(Handle<Quote> rate, int monthsToStart, IborIndex i)
            : base(rate)
        {
            periodToStart_ = new Period(monthsToStart, TimeUnit.Months);

            iborIndex_ = new IborIndex("no-fix",  // never take fixing into account
                                       i.tenor(), i.fixingDays(), new Currency(),
                                       i.fixingCalendar(), i.businessDayConvention(),
                                       i.endOfMonth(), i.dayCounter(), termStructureHandle_);

            initializeDates();
        }

Same methods

FRARateHelper::FRARateHelper ( Handle rate, int monthsToStart, int monthsToEnd, int fixingDays, QLNet.Calendar calendar, BusinessDayConvention convention, bool endOfMonth, DayCounter dayCounter ) : System
FRARateHelper::FRARateHelper ( double rate, int monthsToStart, IborIndex i ) : System
FRARateHelper::FRARateHelper ( double rate, int monthsToStart, int monthsToEnd, int fixingDays, QLNet.Calendar calendar, BusinessDayConvention convention, bool endOfMonth, DayCounter dayCounter ) : System
FRARateHelper
FRARateHelper
impliedQuote
initializeDates
setTermStructure