swapletRate() public abstract method

public abstract swapletRate ( ) : double
return double
FloatingRateCouponPricer Class Documentation
Beispiel #1
0
        //////////////////////////////////////////////////////////////////////////////////////
        // Coupon interface
        public override double rate()
        {
            if (pricer_ == null)
            {
                throw new ArgumentException("pricer not set");
            }
            pricer_.initialize(this);
            double result = pricer_.swapletRate();

            return(result);
        }