コード例 #1
0
 public ReportRowData(string cBCode,
                      string cBName,
                      double cBspot,
                      double cBMove,
                      string stockName,
                      double stockPrice,
                      double stockMove,
                      double convertPrice,
                      double conversionRatio,
                      double conversionValue,
                      double premiumToShareInPct,
                      double arbitragePL,
                      ConvertibleBondStatus cbStatus,
                      string bondRating,
                      double timeToMaturity,
                      double yieldToMaturity,
                      double bondFloor,
                      double premiumToBondInPct,
                      double optionValue,
                      double impliedVol,
                      double returnOnPut,
                      double putTrigger,
                      double callTrigger,
                      double resetTrigger,
                      string maturityDay,
                      string puttableDay,
                      string callableDay,
                      string resetFeature,
                      double parityFloorPremiumInPct)
 {
     this.cBCode                  = cBCode;
     this.cBName                  = cBName;
     this.cBspot                  = cBspot;
     this.cBMove                  = cBMove;
     this.stockName               = stockName;
     this.stockPrice              = stockPrice;
     this.stockMove               = stockMove;
     this.convertPrice            = convertPrice;
     this.conversionRatio         = conversionRatio;
     this.conversionValue         = conversionValue;
     this.premiumToShareInPct     = premiumToShareInPct;
     this.arbitragePL             = arbitragePL;
     this.cbStatus                = cbStatus;
     this.bondRating              = bondRating;
     this.timeToMaturity          = timeToMaturity;
     this.yieldToMaturity         = yieldToMaturity;
     this.bondFloor               = bondFloor;
     this.premiumToBondInPct      = premiumToBondInPct;
     this.optionValue             = optionValue;
     this.impliedVol              = impliedVol;
     this.returnOnPut             = returnOnPut;
     this.putTrigger              = putTrigger;
     this.callTrigger             = callTrigger;
     this.resetTrigger            = resetTrigger;
     this.maturityDay             = maturityDay;
     this.puttableDay             = puttableDay;
     this.callableDay             = callableDay;
     this.resetFeature            = resetFeature;
     this.parityFloorPremiumInPct = parityFloorPremiumInPct;
 }
コード例 #2
0
 public ConvertibleBondAnalytics(
     double conversionValue,
     double premiumToShareInPct,
     double arbitragePL,
     double timeToMaturity,
     double yieldToMaturity,
     double bondFloor,
     double premiumToBondInPct,
     double parityFloorPremiumInPct,
     double optionValue,
     double impliedVol,
     double returnOnPut,
     ConvertibleBondStatus cbStatus)
 {
     this.conversionValue         = conversionValue;
     this.premiumToShareInPct     = premiumToShareInPct;
     this.arbitragePL             = arbitragePL;
     this.timeToMaturity          = timeToMaturity;
     this.yieldToMaturity         = yieldToMaturity;
     this.bondFloor               = bondFloor;
     this.premiumToBondInPct      = premiumToBondInPct;
     this.parityFloorPremiumInPct = parityFloorPremiumInPct;
     this.optionValue             = optionValue;
     this.impliedVol              = impliedVol;
     this.returnOnPut             = returnOnPut;
     this.cbStatus = cbStatus;
 }