Class FloatingRateCouponExtensions

Namespace

NanoQL.Coupons

Assembly

NanoQL.dll

FloatingRateCoupon's modifier, which returns a modified copy of the receiver, keeping its static type, where QuantLib's setPricer changes the coupon.

public static class FloatingRateCouponExtensions

Inheritance

object

FloatingRateCouponExtensions

Inherited Members

object.GetType()

object.MemberwiseClone()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Methods

SetPricer<T>(T, FloatingRateCouponPricer?)

A copy of the coupon holding another pricer. A capped or floored Ibor coupon's copy carries the pricer into a copy of its underlying, as QuantLib's CappedFlooredCoupon::setPricer sets both; a capped overnight coupon's sets its own pricer only, as QuantLib's does.

public static T SetPricer<T>(this T coupon, FloatingRateCouponPricer? pricer) where T : FloatingRateCoupon

Parameters

coupon T

The coupon.

pricer FloatingRateCouponPricer

The pricer, or null for none.

Returns

T

The modified copy; the receiver is unchanged.

Type Parameters

T

The coupon's type.