Table of Contents

Class EventPaymentOffset

Namespace
NanoQL.Experimental
Assembly
NanoQL.dll

The offset from a catastrophe event to the date its notional reduction is paid.

[Experimental("NQL0001")]
public abstract class EventPaymentOffset
Inheritance
EventPaymentOffset
Derived
Inherited Members

Remarks

An extension point, as in QuantLib.

Constructors

EventPaymentOffset()

protected EventPaymentOffset()

Methods

PaymentDate(Date)

The date an event's notional reduction is paid.

public abstract Date PaymentDate(Date eventDate)

Parameters

eventDate Date

The event's date.

Returns

Date

The payment date.