|
public equivalentRate ( Date d1, Date d2, DayCounter resultDC, Compounding comp ) : |
||
| d1 | Date | |
| d2 | Date | |
| resultDC | DayCounter | |
| comp | Compounding | |
| Результат | ||
public InterestRate equivalentRate(Date d1, Date d2, DayCounter resultDC, Compounding comp)
{
return equivalentRate(d1, d2, resultDC, comp, Frequency.Annual);
}
|
InterestRate::equivalentRate ( Date d1, Date d2, DayCounter resultDC, Compounding comp, Frequency freq ) : |
|
|
InterestRate::equivalentRate ( double t, Compounding comp ) : |
|
|
InterestRate::equivalentRate ( double t, Compounding comp, Frequency freq ) : |
protected override double zeroYieldImpl(double t) {
// to be fixed: user-defined daycounter should be used
InterestRate zeroRate = originalCurve_.link.zeroRate(t, comp_, freq_, true);
InterestRate spreadedRate = new InterestRate(zeroRate.value() + spread_.value(), zeroRate.dayCounter(),
zeroRate.compounding(), zeroRate.frequency());
return spreadedRate.equivalentRate(t, Compounding.Continuous, Frequency.NoFrequency).value();
}
