本文整理汇总了C#中YieldTermStructureHandle类的典型用法代码示例。如果您正苦于以下问题：C# YieldTermStructureHandle类的具体用法？C# YieldTermStructureHandle怎么用？C# YieldTermStructureHandle使用的例子？那么恭喜您, 这里精选的类代码示例或许可以为您提供帮助。
YieldTermStructureHandle类属于命名空间，在下文中一共展示了YieldTermStructureHandle类的20个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于我们的系统推荐出更棒的C#代码示例。
示例1: npv
public static double npv(Leg leg, YieldTermStructureHandle discountCurve, bool includeSettlementDateFlows) {
double ret = NQuantLibcPINVOKE.CashFlows_npv__SWIG_5(Leg.getCPtr(leg), YieldTermStructureHandle.getCPtr(discountCurve), includeSettlementDateFlows);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
开发者ID:minikie，项目名称:test，代码行数:5，代码来源:CashFlows.cs
示例2: EuriborSwapIsdaFixB
public EuriborSwapIsdaFixB(Period tenor, YieldTermStructureHandle h) : this(NQuantLibcPINVOKE.new_EuriborSwapIsdaFixB__SWIG_0(Period.getCPtr(tenor), YieldTermStructureHandle.getCPtr(h)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
开发者ID:minikie，项目名称:test，代码行数:3，代码来源:EuriborSwapIsdaFixB.cs
示例3: SwapRateHelper
public SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_12(rate, SwapIndex.getCPtr(index), QuoteHandle.getCPtr(spread), Period.getCPtr(fwdStart), YieldTermStructureHandle.getCPtr(discountingCurve)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
开发者ID:minikie，项目名称:test，代码行数:3，代码来源:SwapRateHelper.cs
示例4: SwaptionHelper
public SwaptionHelper(Period maturity, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure) : this(NQuantLibcPINVOKE.new_SwaptionHelper__SWIG_1(Period.getCPtr(maturity), Period.getCPtr(length), QuoteHandle.getCPtr(volatility), IborIndex.getCPtr(index), Period.getCPtr(fixedLegTenor), DayCounter.getCPtr(fixedLegDayCounter), DayCounter.getCPtr(floatingLegDayCounter), YieldTermStructureHandle.getCPtr(termStructure)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
开发者ID:minikie，项目名称:test，代码行数:3，代码来源:SwaptionHelper.cs
示例5: DiscountingSwapEngine
public DiscountingSwapEngine(YieldTermStructureHandle discountCurve) : this(NQuantLibcPINVOKE.new_DiscountingSwapEngine__SWIG_2(YieldTermStructureHandle.getCPtr(discountCurve)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
开发者ID:minikie，项目名称:test，代码行数:3，代码来源:DiscountingSwapEngine.cs
示例6: TreeSwaptionEngine
public TreeSwaptionEngine(ShortRateModel model, TimeGrid grid, YieldTermStructureHandle termStructure) : this(NQuantLibcPINVOKE.new_TreeSwaptionEngine__SWIG_2(ShortRateModel.getCPtr(model), TimeGrid.getCPtr(grid), YieldTermStructureHandle.getCPtr(termStructure)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
开发者ID:minikie，项目名称:test，代码行数:3，代码来源:TreeSwaptionEngine.cs
示例7: IborIndex
public IborIndex(string familyName, Period tenor, int settlementDays, Currency currency, Calendar calendar, BusinessDayConvention convention, bool endOfMonth, DayCounter dayCounter, YieldTermStructureHandle h) : this(NQuantLibcPINVOKE.new_IborIndex__SWIG_0(familyName, Period.getCPtr(tenor), settlementDays, Currency.getCPtr(currency), Calendar.getCPtr(calendar), (int)convention, endOfMonth, DayCounter.getCPtr(dayCounter), YieldTermStructureHandle.getCPtr(h)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
开发者ID:minikie，项目名称:test，代码行数:3，代码来源:IborIndex.cs
示例8: BlackCapFloorEngine
public BlackCapFloorEngine(YieldTermStructureHandle termStructure, OptionletVolatilityStructureHandle vol) : this(NQuantLibcPINVOKE.new_BlackCapFloorEngine__SWIG_1(YieldTermStructureHandle.getCPtr(termStructure), OptionletVolatilityStructureHandle.getCPtr(vol)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
开发者ID:minikie，项目名称:test，代码行数:3，代码来源:BlackCapFloorEngine.cs
示例9: BlackKarasinski
public BlackKarasinski(YieldTermStructureHandle termStructure) : this(NQuantLibcPINVOKE.new_BlackKarasinski__SWIG_2(YieldTermStructureHandle.getCPtr(termStructure)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
开发者ID:minikie，项目名称:test，代码行数:3，代码来源:BlackKarasinski.cs
示例10: MidPointCdsEngine
public MidPointCdsEngine(DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve) : this(NQuantLibcPINVOKE.new_MidPointCdsEngine(DefaultProbabilityTermStructureHandle.getCPtr(probability), recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
开发者ID:minikie，项目名称:test，代码行数:3，代码来源:MidPointCdsEngine.cs
示例11: HestonModelHelper
public HestonModelHelper(Period maturity, Calendar calendar, double s0, double strikePrice, QuoteHandle volatility, YieldTermStructureHandle riskFreeRate, YieldTermStructureHandle dividendYield) : this(NQuantLibcPINVOKE.new_HestonModelHelper__SWIG_1(Period.getCPtr(maturity), Calendar.getCPtr(calendar), s0, strikePrice, QuoteHandle.getCPtr(volatility), YieldTermStructureHandle.getCPtr(riskFreeRate), YieldTermStructureHandle.getCPtr(dividendYield)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
开发者ID:minikie，项目名称:test，代码行数:3，代码来源:HestonModelHelper.cs
示例12: ImpliedTermStructure
public ImpliedTermStructure(YieldTermStructureHandle curveHandle, Date referenceDate) : this(NQuantLibcPINVOKE.new_ImpliedTermStructure(YieldTermStructureHandle.getCPtr(curveHandle), Date.getCPtr(referenceDate)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
开发者ID:minikie，项目名称:test，代码行数:3，代码来源:ImpliedTermStructure.cs
示例13: HullWhiteProcess
public HullWhiteProcess(YieldTermStructureHandle riskFreeTS, double a, double sigma) : this(NQuantLibcPINVOKE.new_HullWhiteProcess(YieldTermStructureHandle.getCPtr(riskFreeTS), a, sigma), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
开发者ID:minikie，项目名称:test，代码行数:3，代码来源:HullWhiteProcess.cs
示例14: impliedHazardRate
public double impliedHazardRate(double targetNPV, YieldTermStructureHandle discountCurve, DayCounter dayCounter) {
double ret = NQuantLibcPINVOKE.CreditDefaultSwap_impliedHazardRate__SWIG_2(swigCPtr, targetNPV, YieldTermStructureHandle.getCPtr(discountCurve), DayCounter.getCPtr(dayCounter));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
开发者ID:minikie，项目名称:test，代码行数:5，代码来源:CreditDefaultSwap.cs
示例15: PiecewiseZeroInflation
public PiecewiseZeroInflation(Date referenceDate, Calendar calendar, DayCounter dayCounter, Period lag, Frequency frequency, bool indexIsInterpolated, double baseRate, YieldTermStructureHandle nominalTS, ZeroHelperVector instruments) : this(NQuantLibcPINVOKE.new_PiecewiseZeroInflation__SWIG_2(Date.getCPtr(referenceDate), Calendar.getCPtr(calendar), DayCounter.getCPtr(dayCounter), Period.getCPtr(lag), (int)frequency, indexIsInterpolated, baseRate, YieldTermStructureHandle.getCPtr(nominalTS), ZeroHelperVector.getCPtr(instruments)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
开发者ID:minikie，项目名称:test，代码行数:3，代码来源:PiecewiseZeroInflation.cs
示例16: HullWhite
public HullWhite(YieldTermStructureHandle termStructure) : this(NQuantLibcPINVOKE.new_HullWhite__SWIG_2(YieldTermStructureHandle.getCPtr(termStructure)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
开发者ID:minikie，项目名称:test，代码行数:3，代码来源:HullWhite.cs
示例17: IntegralCdsEngine
public IntegralCdsEngine(Period integrationStep, DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve) : this(NQuantLibcPINVOKE.new_IntegralCdsEngine__SWIG_1(Period.getCPtr(integrationStep), DefaultProbabilityTermStructureHandle.getCPtr(probability), recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
开发者ID:minikie，项目名称:test，代码行数:3，代码来源:IntegralCdsEngine.cs
示例18: SpreadCdsHelper
public SpreadCdsHelper(double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve) : this(NQuantLibcPINVOKE.new_SpreadCdsHelper__SWIG_5(spread, Period.getCPtr(tenor), settlementDays, Calendar.getCPtr(calendar), (int)frequency, (int)convention, (int)rule, DayCounter.getCPtr(dayCounter), recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
开发者ID:minikie，项目名称:test，代码行数:3，代码来源:SpreadCdsHelper.cs
示例19: impliedVolatility
public double impliedVolatility(double price, YieldTermStructureHandle curve, double guess, double accuracy, uint maxEvaluations, double minVol) {
double ret = NQuantLibcPINVOKE.CapFloor_impliedVolatility__SWIG_1(swigCPtr, price, YieldTermStructureHandle.getCPtr(curve), guess, accuracy, maxEvaluations, minVol);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
开发者ID:minikie，项目名称:test，代码行数:5，代码来源:CapFloor.cs
示例20: forwardingTermStructure
public YieldTermStructureHandle forwardingTermStructure() {
YieldTermStructureHandle ret = new YieldTermStructureHandle(NQuantLibcPINVOKE.IborIndex_forwardingTermStructure(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
开发者ID:minikie，项目名称:test，代码行数:5，代码来源:IborIndex.cs
注：本文中的YieldTermStructureHandle类示例整理自Github/MSDocs等源码及文档管理平台，相关代码片段筛选自各路编程大神贡献的开源项目，源码版权归原作者所有，传播和使用请参考对应项目的License；未经允许，请勿转载。 |
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