QLNet.InterestRate.rate C# (CSharp) Метод

rate() публичный Метод

public rate ( ) : double
Результат double
        public double rate()
        {
            return r_.Value;
        }

Usage Example

Пример #1
0
        public static double macaulayDuration(Leg leg, InterestRate y, bool includeSettlementDateFlows,
                                              Date settlementDate, Date npvDate)
        {
            Utils.QL_REQUIRE(y.compounding() == Compounding.Compounded, () => "compounded rate required");

            return((1.0 + y.rate() / (int)y.frequency()) *
                   modifiedDuration(leg, y, includeSettlementDateFlows, settlementDate, npvDate));
        }
All Usage Examples Of QLNet.InterestRate::rate