C# (CSharp) Loan.Amortising示例

示例#1

文件： MakeLoans.cs 项目： OpenDerivatives/QLCore

        public MakeCash(Date startDate, Date endDate, double nominal)
        {
            startDate_ = startDate;
            endDate_   = endDate;
            nominal_   = nominal;

            frequency_  = Frequency.Once;
            type_       = Loan.Type.Loan;
            amortising_ = Loan.Amortising.Bullet;
            calendar_   = new TARGET();
            convention_ = BusinessDayConvention.ModifiedFollowing;
            dayCounter_ = new Actual365Fixed();
            rule_       = DateGeneration.Rule.Forward;
            endOfMonth_ = false;
        }

示例#2

文件： MakeLoans.cs 项目： OpenDerivatives/QLCore

        public MakeCommercialPaper(Date startDate, Date endDate, double fixedRate, Frequency frequency)
        {
            startDate_ = startDate;
            endDate_   = endDate;
            fixedRate_ = fixedRate;
            frequency_ = frequency;

            type_       = Loan.Type.Loan;
            amortising_ = Loan.Amortising.Bullet;
            nominal_    = 1.0;
            calendar_   = new TARGET();
            convention_ = BusinessDayConvention.ModifiedFollowing;
            dayCounter_ = new Actual365Fixed();
            rule_       = DateGeneration.Rule.Forward;
            endOfMonth_ = false;
        }

示例#3

文件： MakeLoans.cs 项目： vdt/QLNet

        public MakeCash(Date startDate, Date endDate, double nominal)
        {
            startDate_ = startDate;
             endDate_ = endDate;
             nominal_ = nominal;

             frequency_  = Frequency.Once;
             type_ = Loan.Type.Loan;
             amortising_ = Loan.Amortising.Bullet;
             calendar_ = new TARGET();
             convention_ = BusinessDayConvention.ModifiedFollowing;
             dayCounter_ = new Actual365Fixed();
             rule_ = DateGeneration.Rule.Forward;
             endOfMonth_ = false;

             //engine_ = new DiscountingSwapEngine(index.termStructure());
        }

示例#4

文件： MakeLoans.cs 项目： OpenDerivatives/QLCore

        public MakeFloatingLoan(Date startDate, Date endDate, double spread, Frequency frequency)
        {
            startDate_ = startDate;
            endDate_   = endDate;
            spread_    = spread;
            frequency_ = frequency;

            type_       = Loan.Type.Loan;
            amortising_ = Loan.Amortising.Bullet;
            nominal_    = 1.0;
            calendar_   = new TARGET();
            convention_ = BusinessDayConvention.ModifiedFollowing;
            dayCounter_ = new Actual365Fixed();
            rule_       = DateGeneration.Rule.Forward;
            endOfMonth_ = false;
            index_      = new IborIndex();
        }

示例#5

文件： MakeLoans.cs 项目： jmptrader/QLNet-1

        public MakeFixedLoan(Date startDate, Date endDate, double fixedRate, Frequency frequency)
        {
            startDate_ = startDate;
            endDate_   = endDate;
            fixedRate_ = fixedRate;
            frequency_ = frequency;

            type_       = Loan.Type.Loan;
            amortising_ = Loan.Amortising.Bullet;
            nominal_    = 1.0;
            calendar_   = new TARGET();
            convention_ = BusinessDayConvention.ModifiedFollowing;
            dayCounter_ = new Actual365Fixed();
            rule_       = DateGeneration.Rule.Forward;
            endOfMonth_ = false;

            //engine_ = new DiscountingSwapEngine(index.termStructure());
        }

示例#6

文件： MakeLoans.cs 项目： vdt/QLNet

 public MakeCash withAmortising(Loan.Amortising Amortising)
 {
     amortising_ = Amortising;
      return this;
 }

示例#7

文件： MakeLoans.cs 项目： vdt/QLNet

 public MakeFloatingLoan withAmortising(Loan.Amortising Amortising)
 {
     amortising_ = Amortising;
      return this;
 }

示例#8

文件： MakeLoans.cs 项目： vdt/QLNet

        public MakeFloatingLoan(Date startDate, Date endDate, double spread, Frequency frequency)
        {
            startDate_ = startDate;
             endDate_ = endDate;
             spread_ = spread;
             frequency_ = frequency;

             type_ = Loan.Type.Loan;
             amortising_ = Loan.Amortising.Bullet;
             nominal_ = 1.0;
             calendar_ = new TARGET();
             convention_ = BusinessDayConvention.ModifiedFollowing;
             dayCounter_ = new Actual365Fixed();
             rule_ = DateGeneration.Rule.Forward;
             endOfMonth_ = false;
             index_ = new IborIndex();

             //engine_ = new DiscountingSwapEngine(index.termStructure());
        }

示例#9

文件： MakeLoans.cs 项目： vdt/QLNet

 public MakeFixedLoan withAmortising(Loan.Amortising Amortising)
 {
     amortising_ = Amortising;
      return this;
 }

示例#10

文件： MakeLoans.cs 项目： vdt/QLNet

 public MakeCommercialPaper withAmortising(Loan.Amortising Amortising)
 {
     amortising_ = Amortising;
      return this;
 }

示例#11

文件： MakeLoans.cs 项目： OpenDerivatives/QLCore

 public MakeFixedLoan withAmortising(Loan.Amortising Amortising)
 {
     amortising_ = Amortising;
     return(this);
 }

示例#12

文件： MakeLoans.cs 项目： OpenDerivatives/QLCore

 public MakeCash withAmortising(Loan.Amortising Amortising)
 {
     amortising_ = Amortising;
     return(this);
 }

示例#13

文件： MakeLoans.cs 项目： OpenDerivatives/QLCore

 public MakeCommercialPaper withAmortising(Loan.Amortising Amortising)
 {
     amortising_ = Amortising;
     return(this);
 }