C# (CSharp) QLNet FloatingRateCouponPricer Examples

Example #1

        public static void setCouponPricer(List <CashFlow> leg, FloatingRateCouponPricer pricer)
        {
            PricerSetter setter = new PricerSetter(pricer);

            foreach (CashFlow cf in leg)
            {
                cf.accept(setter);
            }
        }

Example #2

File: FloatingRateCoupon.cs Project: akasolace/qlnet

      public virtual void setPricer(FloatingRateCouponPricer pricer)
      {
         if (pricer_ != null)   // remove from the old observable
            pricer_.unregisterWith(update);

         pricer_ = pricer;

         if (pricer_ != null)
            pricer_.registerWith(update);      // add to observers of new pricer

         update();                                   // fire the change event to notify observers of this
      }

Example #3

File: DigitalCoupon.cs Project: tzhdingli/qlnet

 public override void setPricer(FloatingRateCouponPricer pricer)
 {
     if (pricer_ != null)
     {
         pricer_.unregisterWith(update);
     }
     pricer_ = pricer;
     if (pricer_ != null)
     {
         pricer_.registerWith(update);
     }
     update();
     underlying_.setPricer(pricer);
 }

Example #4

        public virtual void setPricer(FloatingRateCouponPricer pricer)
        {
            if (pricer_ != null) // remove from the old observable
            {
                pricer_.unregisterWith(update);
            }

            pricer_ = pricer;

            if (pricer_ != null)
            {
                pricer_.registerWith(update);  // add to observers of new pricer
            }
            update();                          // fire the change event to notify observers of this
        }

Example #5

File: CouponPricer.cs Project: ammachado/QLNet

 public PricerSetter(FloatingRateCouponPricer pricer)
 {
     pricer_ = pricer;
 }

Example #6

File: CouponPricer.cs Project: Yenyenx/qlnet

 public static void setCouponPricer(List<CashFlow> leg, FloatingRateCouponPricer pricer)
 {
     PricerSetter setter = new PricerSetter(pricer);
     foreach (CashFlow cf in leg) {
         cf.accept(setter);
     }
 }

Example #7

File: CappedFlooredCoupon.cs Project: akasolace/qlnet

 public override void setPricer(FloatingRateCouponPricer pricer)
 {
    base.setPricer(pricer);
    underlying_.setPricer(pricer);
 }

Example #8

File: CappedFlooredCoupon.cs Project: minikie/OTCDerivativesCalculatorModule

 public override void setPricer(FloatingRateCouponPricer pricer)
 {
     base.setPricer(pricer);
     underlying_.setPricer(pricer);
 }

Example #9

 public PricerSetter(FloatingRateCouponPricer pricer)
 {
     pricer_ = pricer;
 }

Example #10

File: DigitalCoupon.cs Project: ammachado/QLNet

 public override void setPricer(FloatingRateCouponPricer pricer)
 {
     if (pricer_ != null)
     pricer_.unregisterWith(update);
      pricer_ = pricer;
      if (pricer_ != null)
     pricer_.registerWith(update);
      update();
      underlying_.setPricer(pricer);
 }