Class SwaptionDefaults

Namespace

NanoQL.Instruments

Assembly

NanoQL.dll

The defaults MakeSwaption takes for an option it isn't given, which ResolveSwaptionDefaults(Func<SwaptionDefaults>) returns: QuantLib's. The exercise calendar and the underlying swap are the swap index's, so they aren't defaults.

public sealed record SwaptionDefaults : IEquatable<SwaptionDefaults>

Inheritance

object

SwaptionDefaults

Implements

IEquatable<SwaptionDefaults>

Inherited Members

object.GetType()

object.Equals(object, object)

object.ReferenceEquals(object, object)

Constructors

SwaptionDefaults(SettlementType, SettlementMethod, BusinessDayConvention)

The defaults MakeSwaption takes for an option it isn't given, which ResolveSwaptionDefaults(Func<SwaptionDefaults>) returns: QuantLib's. The exercise calendar and the underlying swap are the swap index's, so they aren't defaults.

public SwaptionDefaults(SettlementType SettlementType, SettlementMethod SettlementMethod, BusinessDayConvention OptionConvention)

Parameters

SettlementType SettlementType

The settlement type.

SettlementMethod SettlementMethod

The settlement method.

OptionConvention BusinessDayConvention

The business-day convention the option tenor is advanced by.

Properties

OptionConvention

The business-day convention the option tenor is advanced by.

public BusinessDayConvention OptionConvention { get; init; }

Property Value

BusinessDayConvention

SettlementMethod

The settlement method.

public SettlementMethod SettlementMethod { get; init; }

Property Value

SettlementMethod

SettlementType

The settlement type.

public SettlementType SettlementType { get; init; }

Property Value

SettlementType

Methods

Deconstruct(out SettlementType, out SettlementMethod, out BusinessDayConvention)

public void Deconstruct(out SettlementType SettlementType, out SettlementMethod SettlementMethod, out BusinessDayConvention OptionConvention)

Parameters

SettlementType SettlementType

SettlementMethod SettlementMethod

OptionConvention BusinessDayConvention

Equals(SwaptionDefaults?)

public bool Equals(SwaptionDefaults? other)

Parameters

other SwaptionDefaults

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 ==(SwaptionDefaults?, SwaptionDefaults?)

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

Parameters

left SwaptionDefaults

right SwaptionDefaults

Returns

bool

operator !=(SwaptionDefaults?, SwaptionDefaults?)

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

Parameters

left SwaptionDefaults

right SwaptionDefaults

Returns

bool