C# (CSharp) OriginDate.CalculateYearFraction Examples

Programming Language: C# (CSharp)

Class/Type: OriginDate

Method/Function: CalculateYearFraction

Examples at hotexamples.com: 2

C# (CSharp) OriginDate.CalculateYearFraction - 2 examples found. These are the top rated real world C# (CSharp) examples of OriginDate.CalculateYearFraction extracted from open source projects. You can rate examples to help us improve the quality of examples.

Frequently Used Methods

Show Hide

AddYearFraction(2)

CalculateYearFraction(2)

Example #1

Show file

 public double InverseCDF(DateTime expiry, double fwd, double p) => VolSurfaceEx.InverseCDFex(this, OriginDate.CalculateYearFraction(expiry, DayCountBasis.Act365F), fwd, p);

Example #2

Show file

File: CompositeVolSurface.cs Project: zhangz/qwack

 public double GetVolForAbsoluteStrike(double strike, DateTime expiry, double forward) => GetVolForAbsoluteStrike(strike, OriginDate.CalculateYearFraction(expiry, DayCountBasis.Act365F), forward);