C# (CSharp) QLCore YieldTermStructure.referenceDate示例

示例#1

        public double atmRate(YieldTermStructure discountCurve)
        {
            bool includeSettlementDateFlows = false;
            Date settlementDate             = discountCurve.referenceDate();

            return(CashFlows.atmRate(floatingLeg_, discountCurve, includeSettlementDateFlows, settlementDate));
        }

示例#2

 public virtual double atmRate(YieldTermStructure discountCurve)
 {
     return(CashFlows.atmRate(yoyLeg_, discountCurve,
                              false, discountCurve.referenceDate()));
 }