C# (CSharp) QLNet Quote.value Beispiele

value() private method

private value ( ) : double
return	double

Beispiel #1

Datei: ZeroSpreadedTermStructure.cs Projekt: jmptrader/QLNet-1

        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());
        }

Beispiel #2

 protected override void performCalculations()
 {
     rate_ = new InterestRate(forward_.value(), dayCounter(), compounding_, frequency_);
 }