Class NumericHaganPricerIntegrationLimits

Namespace

NanoQL.Coupons

Assembly

NanoQL.dll

The numeric Hagan pricer's integration limits after an optionlet's price: QuantLib's lowerLimit(), upperLimit() and stdDeviations(), which that price sets in the pricer's mutable members.

public sealed record NumericHaganPricerIntegrationLimits : IEquatable<NumericHaganPricerIntegrationLimits>

Inheritance

object

NumericHaganPricerIntegrationLimits

Implements

IEquatable<NumericHaganPricerIntegrationLimits>

Inherited Members

object.GetType()

object.Equals(object, object)

object.ReferenceEquals(object, object)

Constructors

NumericHaganPricerIntegrationLimits(double, double, double?)

The numeric Hagan pricer's integration limits after an optionlet's price: QuantLib's lowerLimit(), upperLimit() and stdDeviations(), which that price sets in the pricer's mutable members.

public NumericHaganPricerIntegrationLimits(double LowerLimit, double UpperLimit, double? StdDeviations)

Parameters

LowerLimit double

The lower limit.

UpperLimit double

The upper limit.

StdDeviations double?

The standard deviations of the upper limit, or null where no optionlet is integrated, QuantLib's member then unset.

Properties

LowerLimit

The lower limit.

public double LowerLimit { get; init; }

Property Value

double

StdDeviations

The standard deviations of the upper limit, or null where no optionlet is integrated, QuantLib's member then unset.

public double? StdDeviations { get; init; }

Property Value

double?

UpperLimit

The upper limit.

public double UpperLimit { get; init; }

Property Value

double

Methods

Deconstruct(out double, out double, out double?)

public void Deconstruct(out double LowerLimit, out double UpperLimit, out double? StdDeviations)

Parameters

LowerLimit double

UpperLimit double

StdDeviations double?

Equals(NumericHaganPricerIntegrationLimits?)

public bool Equals(NumericHaganPricerIntegrationLimits? other)

Parameters

other NumericHaganPricerIntegrationLimits

Returns

bool

Equals(object?)

public override bool Equals(object? obj)

Parameters

obj object

Returns

bool

GetHashCode()

public override int GetHashCode()

Returns

int

ToString()

public override string ToString()

Returns

string

Operators

operator ==(NumericHaganPricerIntegrationLimits?, NumericHaganPricerIntegrationLimits?)

public static bool operator ==(NumericHaganPricerIntegrationLimits? left, NumericHaganPricerIntegrationLimits? right)

Parameters

left NumericHaganPricerIntegrationLimits

right NumericHaganPricerIntegrationLimits

Returns

bool

operator !=(NumericHaganPricerIntegrationLimits?, NumericHaganPricerIntegrationLimits?)

public static bool operator !=(NumericHaganPricerIntegrationLimits? left, NumericHaganPricerIntegrationLimits? right)

Parameters

left NumericHaganPricerIntegrationLimits

right NumericHaganPricerIntegrationLimits

Returns

bool