This class provides methods for determining the length of a time period according to given market convention, both as a number of days and as a year fraction.
コード例 #1
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ファイル: YieldFinder.cs プロジェクト: StreetConnect/QLNet
 public YieldFinder(double faceAmount, List<CashFlow> cashflows, double dirtyPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlement)
 {
     _faceAmount = faceAmount;
     _cashflows = cashflows;
     _dirtyPrice = dirtyPrice;
     _compounding = compounding;
     _dayCounter = dayCounter;
     _frequency = frequency;
     _settlement = settlement;
 }
コード例 #2
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ファイル: DayCounter.cs プロジェクト: ammachado/QLNet
 protected DayCounter(DayCounter dayCounter)
 {
     _dayCounter = dayCounter;
 }
コード例 #3
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ファイル: DayCounter.cs プロジェクト: ammachado/QLNet
 public bool Equals(DayCounter other)
 {
     if (ReferenceEquals(null, other)) return false;
     if (ReferenceEquals(this, other)) return true;
     return Equals(other.Name, Name);
 }
コード例 #4
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ファイル: RateLegBase.cs プロジェクト: ammachado/QLNet
 public YoYInflationLegBase withPaymentDayCounter(DayCounter dayCounter)
 {
     paymentDayCounter_ = dayCounter;
       return this;
 }
コード例 #5
0
ファイル: RateLegBase.cs プロジェクト: ammachado/QLNet
 // initializers
 public FloatingLegBase withPaymentDayCounter(DayCounter dayCounter)
 {
     paymentDayCounter_ = dayCounter;
     return this;
 }