C# (CSharp) QLNet IndexedCashFlow - 3 примера найдено. Это лучшие примеры C# (CSharp) кода для QLNet.IndexedCashFlow, полученные из open source проектов. Вы можете ставить оценку каждому примеру, чтобы помочь нам улучшить качество примеров.
Cash flow dependent on an index ratio. This cash flow is not a coupon, i.e., there's no accrual. The amount is either i(T)/i(0) or i(T)/i(0) - 1, depending on the growthOnly parameter. We expect this to be used inside an instrument that does all the date adjustment etc., so this takes just dates and does not change them. growthOnly = false means i(T)/i(0), which is a bond-type setting. growthOnly = true means i(T)/i(0) - 1, which is a swap-type setting.