C# (CSharp) QLNet FloatingRateCouponPricer.initialize Examples

initialize() public abstract method

public abstract initialize ( QLNet.FloatingRateCoupon coupon ) : void
coupon	QLNet.FloatingRateCoupon
return	void

Example #1

        //////////////////////////////////////////////////////////////////////////////////////
        // Coupon interface
        public override double rate()
        {
            if (pricer_ == null)
            {
                throw new ArgumentException("pricer not set");
            }
            pricer_.initialize(this);
            double result = pricer_.swapletRate();

            return(result);
        }