Excel functions: cash flows

nqlAnalyticHaganPricer

Initializes a new instance of the AnalyticHaganPricer class.

Argument	Description
swaptionVol	The swaption volatility, or null, QuantLib's empty handle, refused when a coupon with a future fixing is priced (a SwaptionVolatilityStructure handle)
modelOfYieldCurve	The yield-curve model of the g-function (a GFunctionFactoryYieldCurveModel name)
meanReversion	The mean reversion, which the non-parallel shifts' model reads (a number)

Returns handle. C#: AnalyticHaganPricer

nqlAnalyticHaganPricerWithMeanReversion

A copy of the pricer, of its own type, with another mean reversion.

Argument	Description
self	a AnalyticHaganPricer handle
meanReversion	The mean reversion (a number)

Returns handle. C#: WithMeanReversion

nqlAnalyticHaganPricerWithSwaptionVolatility

A copy of the pricer, of its own type, on another swaption volatility.

Argument	Description
self	a AnalyticHaganPricer handle
swaptionVolatility	The swaption volatility, or null for none (a SwaptionVolatilityStructure handle)

Returns handle. C#: WithSwaptionVolatility

nqlBlackIborCouponPricer

Initializes a new instance of the BlackIborCouponPricer class with the context's at-par switch: QuantLib's constructor without an explicit choice.

Argument	Description
context	The evaluation context, whose UseAtParCoupons is read once (a EvaluationContext handle)
v	Optional. The caplet volatility, or null, QuantLib's empty handle (a OptionletVolatilityStructure handle)
timingAdjustment	Optional. The timing adjustment (a BlackIborCouponPricerTimingAdjustment name)
correlation	Optional. The correlation the bivariate lognormal adjustment uses (a number)

Returns handle. C#: BlackIborCouponPricer

nqlBlackIborCouponPricer2

Initializes a new instance of the BlackIborCouponPricer class with an explicit choice.

Argument	Description
v	The caplet volatility, or null, QuantLib's empty handle (a OptionletVolatilityStructure handle)
timingAdjustment	The timing adjustment (a BlackIborCouponPricerTimingAdjustment name)
correlation	The correlation the bivariate lognormal adjustment uses (a number)
useIndexedCoupon	Whether the pricer prices indexed coupons, rather than at-par ones (TRUE or FALSE)

Returns handle. C#: BlackIborCouponPricer

nqlBlackIborCouponPricerCapletPrice

The price of a caplet on the coupon's rate.

Argument	Description
self	a BlackIborCouponPricer handle
coupon	The coupon (a FloatingRateCoupon handle)
effectiveCap	The cap on the index fixing (a number)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: CapletPrice

nqlBlackIborCouponPricerCapletRate

The rate of a caplet on the coupon's rate.

Argument	Description
self	a BlackIborCouponPricer handle
coupon	The coupon (a FloatingRateCoupon handle)
effectiveCap	The cap on the index fixing (a number)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: CapletRate

nqlBlackIborCouponPricerFloorletPrice

The price of a floorlet on the coupon's rate.

Argument	Description
self	a BlackIborCouponPricer handle
coupon	The coupon (a FloatingRateCoupon handle)
effectiveFloor	The floor on the index fixing (a number)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: FloorletPrice

nqlBlackIborCouponPricerFloorletRate

The rate of a floorlet on the coupon's rate.

Argument	Description
self	a BlackIborCouponPricer handle
coupon	The coupon (a FloatingRateCoupon handle)
effectiveFloor	The floor on the index fixing (a number)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: FloorletRate

nqlBlackIborCouponPricerSwapletPrice

The swaplet's price: the coupon's amount, discounted.

Argument	Description
self	a BlackIborCouponPricer handle
coupon	The coupon (a FloatingRateCoupon handle)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: SwapletPrice

nqlBlackIborCouponPricerSwapletRate

The swaplet's rate: the coupon's rate.

Argument	Description
self	a BlackIborCouponPricer handle
coupon	The coupon (a FloatingRateCoupon handle)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: SwapletRate

nqlCashFlowAmount

The amount of the cash flow, not discounted: the amount paid at the cash-flow date.

Argument	Description
self	a CashFlow handle
context	The evaluation context, which a cash flow whose amount depends on fixings or the evaluation date reads; one that knows its amount checks it and reads nothing (a EvaluationContext handle)

Returns double. C#: Amount

nqlCashFlowExCouponDate

Gets the date that the cash flow trades ex-coupon, or null when it has none.

Argument	Description
self	a CashFlow handle

Returns date?. C#: ExCouponDate

nqlCashFlowHasOccurred

Whether the cash flow has already occurred before a date. On the evaluation date, the context's IncludeTodaysCashFlows, when set, overrides includeRefDate.

Argument	Description
self	a CashFlow handle
context	The evaluation context (a EvaluationContext handle)
refDate	Optional. The reference date; the evaluation date when null (a date)
includeRefDate	Optional. Whether a cash flow on the reference date counts as not yet occurred (TRUE or FALSE)

Returns bool. C#: HasOccurred

nqlCashFlowsAccrualDays

The accrual days of the first coupon paid on the next payment date after the settlement date.

Argument	Description
leg	The leg (a row or column)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count as not yet paid (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)

Returns int32. C#: AccrualDays

nqlCashFlowsAccrualEndDate

The accrual end date of the first coupon paid on the next payment date after the settlement date.

Argument	Description
leg	The leg (a row or column)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count as not yet paid (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)

Returns date?. C#: AccrualEndDate

nqlCashFlowsAccrualPeriod

The accrual period, as a fraction of a year, of the first coupon paid on the next payment date after the settlement date.

Argument	Description
leg	The leg (a row or column)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count as not yet paid (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)

Returns double. C#: AccrualPeriod

nqlCashFlowsAccrualStartDate

The accrual start date of the first coupon paid on the next payment date after the settlement date.

Argument	Description
leg	The leg (a row or column)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count as not yet paid (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)

Returns date?. C#: AccrualStartDate

nqlCashFlowsAccruedAmount

The accrued amount of the coupons paid on the next payment date after the settlement date.

Argument	Description
leg	The leg (a row or column)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count as not yet paid (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)

Returns double. C#: AccruedAmount

nqlCashFlowsAccruedDays

The accrued days of the first coupon paid on the next payment date after the settlement date.

Argument	Description
leg	The leg (a row or column)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count as not yet paid (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)

Returns int32. C#: AccruedDays

nqlCashFlowsAccruedPeriod

The accrued period, as a fraction of a year, of the first coupon paid on the next payment date after the settlement date.

Argument	Description
leg	The leg (a row or column)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count as not yet paid (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)

Returns double. C#: AccruedPeriod

nqlCashFlowsAtmRate

The at-the-money rate of the cash flows: the fixed rate for which a fixed-rate leg equivalent to the cash flows has the required NPV on the given curve.

Argument	Description
leg	The leg (a row or column)
discountCurve	The discount curve (a YieldTermStructure handle)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)
npvDate	Optional. The date the required NPV is given at; the settlement date when null (a date)
npv	Optional. The required NPV; the cash flows' own NPV when null (a number)

Returns double. C#: AtmRate

nqlCashFlowsBasisPointValue

The basis-point value of the cash flows at a constant interest rate: the change in NPV for a one-basis-point change in the rate, from the second-order Taylor expansion.

Argument	Description
leg	The leg (a row or column)
yield	The interest rate (a InterestRate handle)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)
npvDate	Optional. The date the value is given at; the settlement date when null (a date)

Returns double. C#: BasisPointValue

nqlCashFlowsBasisPointValue2

The basis-point value of the cash flows at a constant interest rate, given by its rate and conventions: CashFlows.BasisPointValue.

Argument	Description
leg	The leg (a row or column)
yield	The rate (a number)
dayCounter	The rate's day counter (a DayCounter handle or its name)
compounding	The rate's compounding (a Compounding name)
frequency	The rate's frequency (a Frequency name)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)
npvDate	Optional. The date the value is given at; the settlement date when null (a date)

Returns double. C#: BasisPointValue

nqlCashFlowsBps

The basis-point sensitivity of the cash flows: the change in NPV for a one-basis-point change in the coupon rates.

Argument	Description
leg	The leg (a row or column)
discountCurve	The discount curve (a YieldTermStructure handle)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)
npvDate	Optional. The date the value is given at; the settlement date when null (a date)

Returns double. C#: Bps

nqlCashFlowsBps2

The basis-point sensitivity of the cash flows: the change in NPV for a one-basis-point change in the coupon rates, each coupon's change discounted at a constant interest rate, period by period from the NPV date.

Argument	Description
leg	The leg (a row or column)
yield	The interest rate the changes are discounted at; its compounding, frequency and day counter set the discounting (a InterestRate handle)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)
npvDate	Optional. The date the value is given at; the settlement date when null (a date)

Returns double. C#: Bps

nqlCashFlowsBps3

The basis-point sensitivity of the cash flows at a constant interest rate, given by its rate and conventions: CashFlows.Bps.

Argument	Description
leg	The leg (a row or column)
yield	The rate (a number)
dayCounter	The rate's day counter (a DayCounter handle or its name)
compounding	The rate's compounding (a Compounding name)
frequency	The rate's frequency (a Frequency name)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)
npvDate	Optional. The date the value is given at; the settlement date when null (a date)

Returns double. C#: Bps

nqlCashFlowsConvexity

The convexity of the cash flows at a constant interest rate: (1/P)·∂²P/∂y².

Argument	Description
leg	The leg (a row or column)
yield	The interest rate (a InterestRate handle)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)
npvDate	Optional. The date the times are measured from; the settlement date when null (a date)

Returns double. C#: Convexity

nqlCashFlowsConvexity2

The convexity of the cash flows at a constant interest rate, given by its rate and conventions: CashFlows.Convexity.

Argument	Description
leg	The leg (a row or column)
yield	The rate (a number)
dayCounter	The rate's day counter (a DayCounter handle or its name)
compounding	The rate's compounding (a Compounding name)
frequency	The rate's frequency (a Frequency name)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)
npvDate	Optional. The date the times are measured from; the settlement date when null (a date)

Returns double. C#: Convexity

nqlCashFlowsDuration

The duration of the cash flows at a constant interest rate.

Argument	Description
leg	The leg (a row or column)
yield	The interest rate (a InterestRate handle)
type	The duration: simple, the cash flows' times weighted by their present values; modified, −(1/P)·∂P/∂y; or Macaulay's, (1 + y/N) times the modified duration, for a compounded rate with N periods a year (a DurationType name)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)
npvDate	Optional. The date the times are measured from; the settlement date when null (a date)

Returns double. C#: Duration

nqlCashFlowsDuration2

The duration of the cash flows at a constant interest rate, given by its rate and conventions: CashFlows.Duration.

Argument	Description
leg	The leg (a row or column)
yield	The rate (a number)
dayCounter	The rate's day counter (a DayCounter handle or its name)
compounding	The rate's compounding (a Compounding name)
frequency	The rate's frequency (a Frequency name)
type	The duration's type (a DurationType name)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)
npvDate	Optional. The date the times are measured from; the settlement date when null (a date)

Returns double. C#: Duration

nqlCashFlowsIsExpired

Whether every cash flow of the leg has occurred at the settlement date.

Argument	Description
leg	The leg (a row or column)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count as not yet paid (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)

Returns bool. C#: IsExpired

nqlCashFlowsMaturityDate

The latest accrual end date of the coupons, or the latest date of the other cash flows.

Argument	Description
leg	The leg (a row or column)

Returns date. C#: MaturityDate

nqlCashFlowsNextCashFlow

The position of the first cash flow paying after the settlement date.

Argument	Description
leg	The leg (a row or column)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count as not yet paid (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)

Returns int32. C#: NextCashFlow

nqlCashFlowsNextCashFlowAmount

The amount paid on the date of the first cash flow paying after the settlement date: the sum of every cash flow on that date.

Argument	Description
leg	The leg (a row or column)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count as not yet paid (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)

Returns double. C#: NextCashFlowAmount

nqlCashFlowsNextCashFlowDate

The date of the first cash flow paying after the settlement date.

Argument	Description
leg	The leg (a row or column)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count as not yet paid (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)

Returns date?. C#: NextCashFlowDate

nqlCashFlowsNextCouponRate

The rate of the coupons paid on the date of the first cash flow paying after the settlement date: the sum of their rates, which must have the same nominal, accrual period and day counter.

Argument	Description
leg	The leg (a row or column)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count as not yet paid (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)

Returns double. C#: NextCouponRate

nqlCashFlowsNominal

The nominal of the first coupon paid on the next payment date after the settlement date.

Argument	Description
leg	The leg (a row or column)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count as not yet paid (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)

Returns double. C#: Nominal

nqlCashFlowsNpv

The net present value of the cash flows: their sum, each discounted on the given curve, then forwarded to the NPV date.

Argument	Description
leg	The leg (a row or column)
discountCurve	The discount curve (a YieldTermStructure handle)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)
npvDate	Optional. The date the value is given at; the settlement date when null (a date)

Returns double. C#: Npv

nqlCashFlowsNpv2

The net present value of the cash flows: their sum, each discounted at a constant interest rate, period by period from the NPV date.

Argument	Description
leg	The leg (a row or column)
yield	The interest rate; its compounding, frequency and day counter set the discounting (a InterestRate handle)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)
npvDate	Optional. The date the value is given at; the settlement date when null (a date)

Returns double. C#: Npv

nqlCashFlowsNpv3

The net present value of the cash flows at a constant interest rate, given by its rate and conventions: CashFlows.Npv.

Argument	Description
leg	The leg (a row or column)
yield	The rate (a number)
dayCounter	The rate's day counter (a DayCounter handle or its name)
compounding	The rate's compounding (a Compounding name)
frequency	The rate's frequency (a Frequency name)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)
npvDate	Optional. The date the value is given at; the settlement date when null (a date)

Returns double. C#: Npv

nqlCashFlowsNpv4

The net present value of the cash flows on a curve with a Z-spread: each discounted on the curve whose zero rates are the given curve's plus the spread (see "Credit Spreads Explained", Lehman Brothers European Fixed Income Research, March 2004, D.…

Argument	Description
leg	The leg (a row or column)
discount	The curve the spread is added to (a YieldTermStructure handle)
zSpread	The Z-spread, in terms of the curve's day counter (a number)
compounding	The compounding the spread is added in (a Compounding name)
frequency	The frequency the spread is added in (a Frequency name)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)
npvDate	Optional. The date the value is given at; the settlement date when null (a date)

Returns double. C#: Npv

nqlCashFlowsNpvBps

The NPV and the BPS of the cash flows, computed together.

Argument	Description
leg	The leg (a row or column)
discountCurve	The discount curve (a YieldTermStructure handle)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)
npvDate	Optional. The date the values are given at; the settlement date when null (a date)

Returns tuple:double,double. C#: NpvBps

nqlCashFlowsPreviousCashFlow

The position of the last cash flow paying before or at the settlement date.

Argument	Description
leg	The leg (a row or column)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count as not yet paid (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)

Returns int32. C#: PreviousCashFlow

nqlCashFlowsPreviousCashFlowAmount

The amount paid on the date of the last cash flow paying before or at the settlement date: the sum of every cash flow on that date.

Argument	Description
leg	The leg (a row or column)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count as not yet paid (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)

Returns double. C#: PreviousCashFlowAmount

nqlCashFlowsPreviousCashFlowDate

The date of the last cash flow paying before or at the settlement date.

Argument	Description
leg	The leg (a row or column)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count as not yet paid (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)

Returns date?. C#: PreviousCashFlowDate

nqlCashFlowsPreviousCouponRate

The rate of the coupons paid on the date of the last cash flow paying before or at the settlement date: the sum of their rates, which must have the same nominal, accrual period and day counter.

Argument	Description
leg	The leg (a row or column)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count as not yet paid (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)

Returns double. C#: PreviousCouponRate

nqlCashFlowsReferencePeriodEnd

The reference period end of the first coupon paid on the next payment date after the settlement date.

Argument	Description
leg	The leg (a row or column)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count as not yet paid (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)

Returns date?. C#: ReferencePeriodEnd

nqlCashFlowsReferencePeriodStart

The reference period start of the first coupon paid on the next payment date after the settlement date.

Argument	Description
leg	The leg (a row or column)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count as not yet paid (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)

Returns date?. C#: ReferencePeriodStart

nqlCashFlowsStartDate

The earliest accrual start date of the coupons, or the earliest date of the other cash flows.

Argument	Description
leg	The leg (a row or column)

Returns date. C#: StartDate

nqlCashFlowsYield

The implied internal rate of return: the rate at which the cash flows' NPV equals the given one, solved for by NewtonSafe.

Argument	Description
leg	The leg (a row or column)
npv	The NPV, the dirty price, the rate must reproduce (a number)
dayCounter	The rate's day counter (a DayCounter handle or its name)
compounding	The rate's compounding (a Compounding name)
frequency	The rate's frequency (a Frequency name)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)
npvDate	Optional. The date the NPV is given at; the settlement date when null (a date)
accuracy	Optional. The solver's accuracy (a number)
maxIterations	Optional. The solver's maximum number of evaluations (a whole number)
guess	Optional. The solver's initial guess; its first step is a tenth of it (a number)

Returns double. C#: Yield

nqlCashFlowsYieldValueBasisPoint

The yield value of a basis point of the cash flows at a constant interest rate: the derivative of the rate with respect to the price, times 0.01.

Argument	Description
leg	The leg (a row or column)
yield	The interest rate (a InterestRate handle)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)
npvDate	Optional. The date the value is given at; the settlement date when null (a date)

Returns double. C#: YieldValueBasisPoint

nqlCashFlowsYieldValueBasisPoint2

The yield value of a basis point of the cash flows at a constant interest rate, given by its rate and conventions: CashFlows.YieldValueBasisPoint.

Argument	Description
leg	The leg (a row or column)
yield	The rate (a number)
dayCounter	The rate's day counter (a DayCounter handle or its name)
compounding	The rate's compounding (a Compounding name)
frequency	The rate's frequency (a Frequency name)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)
npvDate	Optional. The date the value is given at; the settlement date when null (a date)

Returns double. C#: YieldValueBasisPoint

nqlCashFlowsZSpread

The implied Z-spread: the spread at which the cash flows' NPV on the spreaded curve equals the given one, solved for by Brent from the guess with a first step of 0.01.

Argument	Description
leg	The leg (a row or column)
npv	The NPV the spread must reproduce (a number)
discount	The curve the spread is added to (a YieldTermStructure handle)
compounding	The compounding the spread is added in (a Compounding name)
frequency	The frequency the spread is added in (a Frequency name)
context	The evaluation context (a EvaluationContext handle)
includeSettlementDateFlows	Optional. Whether cash flows on the settlement date count (TRUE or FALSE)
settlementDate	Optional. The settlement date; the evaluation date when null (a date)
npvDate	Optional. The date the NPV is given at; the settlement date when null (a date)
accuracy	Optional. The solver's accuracy (a number)
maxIterations	Optional. The solver's maximum number of evaluations (a whole number)
guess	Optional. The solver's initial guess (a number)

Returns double. C#: ZSpread

nqlCashFlowTradingExCoupon

Whether the cash flow is trading ex-coupon on a date.

Argument	Description
self	a CashFlow handle
context	The evaluation context (a EvaluationContext handle)
refDate	Optional. The reference date; the evaluation date when null (a date)

Returns bool. C#: TradingExCoupon

nqlCmsCouponPricerSwaptionVolatility

Gets the swaption volatility, or null for none.

Argument	Description
self	a CmsCouponPricer handle

Returns handle. C#: SwaptionVolatility

nqlCmsCouponPricerWithSwaptionVolatility

A copy of the pricer, of its own type, on another swaption volatility.

Argument	Description
self	a CmsCouponPricer handle
swaptionVolatility	The swaption volatility, or null for none (a SwaptionVolatilityStructure handle)

Returns handle. C#: WithSwaptionVolatility

nqlCmsLeg

Initializes a new instance of the CmsLeg class.

Argument	Description
schedule	The schedule of accrual dates (a Schedule handle)
swapIndex	The swap index (a SwapIndex handle)

Returns handle. C#: CmsLeg

nqlCmsLegInArrears

Sets whether the coupons fix at the end of their periods.

Argument	Description
self	a CmsLeg handle
flag	Optional. Whether they do (TRUE or FALSE)

Returns handle. C#: InArrears

nqlCmsLegToLeg

Builds the leg.

Argument	Description
self	a CmsLeg handle

Returns array:handle. C#: ToLeg

nqlCmsLegWithCaps

Sets one cap for every coupon's rate.

Argument	Description
self	a CmsLeg handle
cap	The cap, or null, QuantLib's Null() , for a cap list holding no cap: the coupons are then uncapped (a number)

Returns handle. C#: WithCaps

nqlCmsLegWithCaps2

Sets the caps on the coupons' rates; the last one repeats for any further coupons.

Argument	Description
self	a CmsLeg handle
caps	The caps, null elements for none (a row or column)

Returns handle. C#: WithCaps

nqlCmsLegWithExCouponPeriod

Sets the ex-coupon period, counted back from each payment date.

Argument	Description
self	a CmsLeg handle
period	The period; a zero-length period means no ex-coupon dates (a period such as "6M")
cal	The calendar the period is counted on; the schedule's when null, QuantLib's empty calendar (a Calendar handle or its name)
convention	The business-day convention of the ex-coupon dates (a BusinessDayConvention name)
endOfMonth	Whether the ex-coupon dates stay at month end (TRUE or FALSE)

Returns handle. C#: WithExCouponPeriod

nqlCmsLegWithFixingConvention

Sets the convention adjusting the fixing dates.

Argument	Description
self	a CmsLeg handle
convention	The convention (a BusinessDayConvention name)

Returns handle. C#: WithFixingConvention

nqlCmsLegWithFixingDays

Sets one count of fixing days for every coupon.

Argument	Description
self	a CmsLeg handle
fixingDays	The fixing days; the index's when null, QuantLib's Null() (a whole number)

Returns handle. C#: WithFixingDays

nqlCmsLegWithFixingDays2

Sets the coupons' fixing days; the last count repeats for any further coupons.

Argument	Description
self	a CmsLeg handle
fixingDays	The fixing days, null elements taking the index's (a row or column)

Returns handle. C#: WithFixingDays

nqlCmsLegWithFloors

Sets one floor for every coupon's rate.

Argument	Description
self	a CmsLeg handle
floor	The floor, or null, QuantLib's Null() , for a floor list holding no floor: the coupons are then unfloored (a number)

Returns handle. C#: WithFloors

nqlCmsLegWithFloors2

Sets the floors on the coupons' rates; the last one repeats for any further coupons.

Argument	Description
self	a CmsLeg handle
floors	The floors, null elements for none (a row or column)

Returns handle. C#: WithFloors

nqlCmsLegWithGearings

Sets one gearing for every coupon.

Argument	Description
self	a CmsLeg handle
gearing	The gearing; a zero gearing makes a fixed-rate coupon paying the spread (a number)

Returns handle. C#: WithGearings

nqlCmsLegWithGearings2

Sets the coupons' gearings; the last one repeats for any further coupons.

Argument	Description
self	a CmsLeg handle
gearings	The gearings (a row or column)

Returns handle. C#: WithGearings

nqlCmsLegWithNotionals

Sets one notional for every coupon.

Argument	Description
self	a CmsLeg handle
notional	The notional (a number)

Returns handle. C#: WithNotionals

nqlCmsLegWithNotionals2

Sets the coupons' notionals; the last one repeats for any further coupons.

Argument	Description
self	a CmsLeg handle
notionals	The notionals (a row or column)

Returns handle. C#: WithNotionals

nqlCmsLegWithPaymentAdjustment

Sets the business-day convention of the payment dates.

Argument	Description
self	a CmsLeg handle
convention	The convention (a BusinessDayConvention name)

Returns handle. C#: WithPaymentAdjustment

nqlCmsLegWithPaymentDayCounter

Sets the accrual day counter; the index's by default.

Argument	Description
self	a CmsLeg handle
dayCounter	The day counter; the index's when null, QuantLib's empty day counter. A period with a zero gearing then refuses the conversion, its fixed-rate coupon needing one, after every refusal QuantLib raises while it builds the leg (a DayCounter handle or its…

Returns handle. C#: WithPaymentDayCounter

nqlCmsLegWithSpreads

Sets one spread for every coupon.

Argument	Description
self	a CmsLeg handle
spread	The spread (a number)

Returns handle. C#: WithSpreads

nqlCmsLegWithSpreads2

Sets the coupons' spreads; the last one repeats for any further coupons.

Argument	Description
self	a CmsLeg handle
spreads	The spreads (a row or column)

Returns handle. C#: WithSpreads

nqlCmsLegWithZeroPayments

Sets whether every coupon is paid on the last payment date.

Argument	Description
self	a CmsLeg handle
flag	Optional. Whether it is (TRUE or FALSE)

Returns handle. C#: WithZeroPayments

nqlCouponAccrualDays

The number of days in the accrual period, by the coupon's day counter.

Argument	Description
self	a Coupon handle

Returns int32. C#: AccrualDays

nqlCouponAccrualEndDate

Gets the end of the accrual period.

Argument	Description
self	a Coupon handle

Returns date. C#: AccrualEndDate

nqlCouponAccrualPeriod

The accrual period as a fraction of a year, by the coupon's day counter.

Argument	Description
self	a Coupon handle

Returns double. C#: AccrualPeriod

nqlCouponAccrualStartDate

Gets the start of the accrual period.

Argument	Description
self	a Coupon handle

Returns date. C#: AccrualStartDate

nqlCouponAccruedAmount

The amount accrued up to a date.

Argument	Description
self	a Coupon handle
d	The date (a date)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: AccruedAmount

nqlCouponAccruedDays

The accrued days up to a date.

Argument	Description
self	a Coupon handle
d	The date (a date)

Returns int32. C#: AccruedDays

nqlCouponAccruedPeriod

The accrued period up to a date, as a fraction of a year; negative after the ex-coupon date.

Argument	Description
self	a Coupon handle
d	The date (a date)

Returns double. C#: AccruedPeriod

nqlCouponContractNominal

Gets the nominal the coupon was built with. It equals Coupon.Nominal for every coupon whose nominal doesn't depend on market data; a constructor that copies another coupon's nominal (a capped coupon, a bond's notional schedule) reads it, since it has…

Argument	Description
self	a Coupon handle

Returns double. C#: ContractNominal

nqlCouponDate

Gets the date at which the event occurs.

Argument	Description
self	a Coupon handle

Returns date. C#: Date

nqlCouponDayCounter

Gets the day counter used for accrual.

Argument	Description
self	a Coupon handle

Returns handle. C#: DayCounter

nqlCouponExCouponDate

Gets the date that the cash flow trades ex-coupon, or null when it has none.

Argument	Description
self	a Coupon handle

Returns date?. C#: ExCouponDate

nqlCouponNominal

The nominal that pricing uses.

Argument	Description
self	a Coupon handle
context	The evaluation context, which a coupon whose nominal depends on market data reads (a EvaluationContext handle)

Returns double. C#: Nominal

nqlCouponRate

The coupon's rate.

Argument	Description
self	a Coupon handle
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: Rate

nqlCouponReferencePeriodEnd

Gets the end of the reference period.

Argument	Description
self	a Coupon handle

Returns date. C#: ReferencePeriodEnd

nqlCouponReferencePeriodStart

Gets the start of the reference period.

Argument	Description
self	a Coupon handle

Returns date. C#: ReferencePeriodStart

nqlDigitalCmsLeg

Initializes a new instance of the DigitalCmsLeg class.

Argument	Description
schedule	The schedule of accrual dates (a Schedule handle)
index	The index (a SwapIndex handle)

Returns handle. C#: DigitalCmsLeg

nqlDigitalCmsLegInArrears

Sets whether the coupons fix at the end of their periods.

Argument	Description
self	a DigitalCmsLeg handle
flag	Optional. Whether they do (TRUE or FALSE)

Returns handle. C#: InArrears

nqlDigitalCmsLegToLeg

Builds the leg.

Argument	Description
self	a DigitalCmsLeg handle

Returns array:handle. C#: ToLeg

nqlDigitalCmsLegWithCallAtm

Sets whether a fixed rate at a call's strike pays the call.

Argument	Description
self	a DigitalCmsLeg handle
flag	Optional. Whether it does (TRUE or FALSE)

Returns handle. C#: WithCallAtm

nqlDigitalCmsLegWithCallPayoffs

Sets one call payoff for every coupon.

Argument	Description
self	a DigitalCmsLeg handle
payoff	The cash payoff, or null for asset-or-nothing calls (a number)

Returns handle. C#: WithCallPayoffs

nqlDigitalCmsLegWithCallPayoffs2

Sets the coupons' call payoffs; the last one repeats for any further coupons.

Argument	Description
self	a DigitalCmsLeg handle
payoffs	The cash payoffs, null elements for asset-or-nothing calls (a row or column)

Returns handle. C#: WithCallPayoffs

nqlDigitalCmsLegWithCallStrikes

Sets one call strike for every coupon.

Argument	Description
self	a DigitalCmsLeg handle
strike	The strike, or null for no call (a number)

Returns handle. C#: WithCallStrikes

nqlDigitalCmsLegWithCallStrikes2

Sets the coupons' call strikes; the last one repeats for any further coupons.

Argument	Description
self	a DigitalCmsLeg handle
strikes	The strikes, null elements for no call (a row or column)

Returns handle. C#: WithCallStrikes

nqlDigitalCmsLegWithFixingDays

Sets one count of fixing days for every coupon.

Argument	Description
self	a DigitalCmsLeg handle
fixingDays	The fixing days; the index's when null (a whole number)

Returns handle. C#: WithFixingDays

nqlDigitalCmsLegWithFixingDays2

Sets the coupons' fixing days; the last count repeats for any further coupons.

Argument	Description
self	a DigitalCmsLeg handle
fixingDays	The fixing days, null elements taking the index's (a row or column)

Returns handle. C#: WithFixingDays

nqlDigitalCmsLegWithGearings

Sets one gearing for every coupon.

Argument	Description
self	a DigitalCmsLeg handle
gearing	The gearing; a zero gearing makes a fixed-rate coupon paying the spread (a number)

Returns handle. C#: WithGearings

nqlDigitalCmsLegWithGearings2

Sets the coupons' gearings; the last one repeats for any further coupons.

Argument	Description
self	a DigitalCmsLeg handle
gearings	The gearings (a row or column)

Returns handle. C#: WithGearings

nqlDigitalCmsLegWithLongCallOption

Sets the calls' position.

Argument	Description
self	a DigitalCmsLeg handle
type	The position (a PositionType name)

Returns handle. C#: WithLongCallOption

nqlDigitalCmsLegWithLongPutOption

Sets the puts' position.

Argument	Description
self	a DigitalCmsLeg handle
type	The position (a PositionType name)

Returns handle. C#: WithLongPutOption

nqlDigitalCmsLegWithNakedOption

Sets whether the coupons pay the options alone, without the underlying's rate.

Argument	Description
self	a DigitalCmsLeg handle
nakedOption	Optional. Whether they do (TRUE or FALSE)

Returns handle. C#: WithNakedOption

nqlDigitalCmsLegWithNotionals

Sets one notional for every coupon.

Argument	Description
self	a DigitalCmsLeg handle
notional	The notional (a number)

Returns handle. C#: WithNotionals

nqlDigitalCmsLegWithNotionals2

Sets the coupons' notionals; the last one repeats for any further coupons.

Argument	Description
self	a DigitalCmsLeg handle
notionals	The notionals (a row or column)

Returns handle. C#: WithNotionals

nqlDigitalCmsLegWithPaymentAdjustment

Sets the business-day convention of the payment dates.

Argument	Description
self	a DigitalCmsLeg handle
convention	The convention (a BusinessDayConvention name)

Returns handle. C#: WithPaymentAdjustment

nqlDigitalCmsLegWithPaymentDayCounter

Sets the accrual day counter; the index's by default.

Argument	Description
self	a DigitalCmsLeg handle
dayCounter	The day counter; the index's when null, QuantLib's empty day counter. A period with a zero gearing then refuses the conversion, its fixed-rate coupon needing one (a DayCounter handle or its name)

Returns handle. C#: WithPaymentDayCounter

nqlDigitalCmsLegWithPutAtm

Sets whether a fixed rate at a put's strike pays the put.

Argument	Description
self	a DigitalCmsLeg handle
flag	Optional. Whether it does (TRUE or FALSE)

Returns handle. C#: WithPutAtm

nqlDigitalCmsLegWithPutPayoffs

Sets one put payoff for every coupon.

Argument	Description
self	a DigitalCmsLeg handle
payoff	The cash payoff, or null for asset-or-nothing puts (a number)

Returns handle. C#: WithPutPayoffs

nqlDigitalCmsLegWithPutPayoffs2

Sets the coupons' put payoffs; the last one repeats for any further coupons.

Argument	Description
self	a DigitalCmsLeg handle
payoffs	The cash payoffs, null elements for asset-or-nothing puts (a row or column)

Returns handle. C#: WithPutPayoffs

nqlDigitalCmsLegWithPutStrikes

Sets one put strike for every coupon.

Argument	Description
self	a DigitalCmsLeg handle
strike	The strike, or null for no put (a number)

Returns handle. C#: WithPutStrikes

nqlDigitalCmsLegWithPutStrikes2

Sets the coupons' put strikes; the last one repeats for any further coupons.

Argument	Description
self	a DigitalCmsLeg handle
strikes	The strikes, null elements for no put (a row or column)

Returns handle. C#: WithPutStrikes

nqlDigitalCmsLegWithReplication

Sets the replication.

Argument	Description
self	a DigitalCmsLeg handle
replication	The replication, or null for the digital coupon's default (a DigitalReplication handle)

Returns handle. C#: WithReplication

nqlDigitalCmsLegWithSpreads

Sets one spread for every coupon.

Argument	Description
self	a DigitalCmsLeg handle
spread	The spread (a number)

Returns handle. C#: WithSpreads

nqlDigitalCmsLegWithSpreads2

Sets the coupons' spreads; the last one repeats for any further coupons.

Argument	Description
self	a DigitalCmsLeg handle
spreads	The spreads (a row or column)

Returns handle. C#: WithSpreads

nqlDigitalIborLeg

Initializes a new instance of the DigitalIborLeg class.

Argument	Description
schedule	The schedule of accrual dates (a Schedule handle)
index	The index (a IborIndex handle)

Returns handle. C#: DigitalIborLeg

nqlDigitalIborLegInArrears

Sets whether the coupons fix at the end of their periods.

Argument	Description
self	a DigitalIborLeg handle
flag	Optional. Whether they do (TRUE or FALSE)

Returns handle. C#: InArrears

nqlDigitalIborLegToLeg

Builds the leg.

Argument	Description
self	a DigitalIborLeg handle

Returns array:handle. C#: ToLeg

nqlDigitalIborLegWithCallAtm

Sets whether a fixed rate at a call's strike pays the call.

Argument	Description
self	a DigitalIborLeg handle
flag	Optional. Whether it does (TRUE or FALSE)

Returns handle. C#: WithCallAtm

nqlDigitalIborLegWithCallPayoffs

Sets one call payoff for every coupon.

Argument	Description
self	a DigitalIborLeg handle
payoff	The cash payoff, or null for asset-or-nothing calls (a number)

Returns handle. C#: WithCallPayoffs

nqlDigitalIborLegWithCallPayoffs2

Sets the coupons' call payoffs; the last one repeats for any further coupons.

Argument	Description
self	a DigitalIborLeg handle
payoffs	The cash payoffs, null elements for asset-or-nothing calls (a row or column)

Returns handle. C#: WithCallPayoffs

nqlDigitalIborLegWithCallStrikes

Sets one call strike for every coupon.

Argument	Description
self	a DigitalIborLeg handle
strike	The strike, or null for no call (a number)

Returns handle. C#: WithCallStrikes

nqlDigitalIborLegWithCallStrikes2

Sets the coupons' call strikes; the last one repeats for any further coupons.

Argument	Description
self	a DigitalIborLeg handle
strikes	The strikes, null elements for no call (a row or column)

Returns handle. C#: WithCallStrikes

nqlDigitalIborLegWithFixingDays

Sets one count of fixing days for every coupon.

Argument	Description
self	a DigitalIborLeg handle
fixingDays	The fixing days; the index's when null (a whole number)

Returns handle. C#: WithFixingDays

nqlDigitalIborLegWithFixingDays2

Sets the coupons' fixing days; the last count repeats for any further coupons.

Argument	Description
self	a DigitalIborLeg handle
fixingDays	The fixing days, null elements taking the index's (a row or column)

Returns handle. C#: WithFixingDays

nqlDigitalIborLegWithGearings

Sets one gearing for every coupon.

Argument	Description
self	a DigitalIborLeg handle
gearing	The gearing; a zero gearing makes a fixed-rate coupon paying the spread (a number)

Returns handle. C#: WithGearings

nqlDigitalIborLegWithGearings2

Sets the coupons' gearings; the last one repeats for any further coupons.

Argument	Description
self	a DigitalIborLeg handle
gearings	The gearings (a row or column)

Returns handle. C#: WithGearings

nqlDigitalIborLegWithLongCallOption

Sets the calls' position.

Argument	Description
self	a DigitalIborLeg handle
type	The position (a PositionType name)

Returns handle. C#: WithLongCallOption

nqlDigitalIborLegWithLongPutOption

Sets the puts' position.

Argument	Description
self	a DigitalIborLeg handle
type	The position (a PositionType name)

Returns handle. C#: WithLongPutOption

nqlDigitalIborLegWithNakedOption

Sets whether the coupons pay the options alone, without the underlying's rate.

Argument	Description
self	a DigitalIborLeg handle
nakedOption	Optional. Whether they do (TRUE or FALSE)

Returns handle. C#: WithNakedOption

nqlDigitalIborLegWithNotionals

Sets one notional for every coupon.

Argument	Description
self	a DigitalIborLeg handle
notional	The notional (a number)

Returns handle. C#: WithNotionals

nqlDigitalIborLegWithNotionals2

Sets the coupons' notionals; the last one repeats for any further coupons.

Argument	Description
self	a DigitalIborLeg handle
notionals	The notionals (a row or column)

Returns handle. C#: WithNotionals

nqlDigitalIborLegWithPaymentAdjustment

Sets the business-day convention of the payment dates.

Argument	Description
self	a DigitalIborLeg handle
convention	The convention (a BusinessDayConvention name)

Returns handle. C#: WithPaymentAdjustment

nqlDigitalIborLegWithPaymentDayCounter

Sets the accrual day counter; the index's by default.

Argument	Description
self	a DigitalIborLeg handle
dayCounter	The day counter; the index's when null, QuantLib's empty day counter. A period with a zero gearing then refuses the conversion, its fixed-rate coupon needing one (a DayCounter handle or its name)

Returns handle. C#: WithPaymentDayCounter

nqlDigitalIborLegWithPutAtm

Sets whether a fixed rate at a put's strike pays the put.

Argument	Description
self	a DigitalIborLeg handle
flag	Optional. Whether it does (TRUE or FALSE)

Returns handle. C#: WithPutAtm

nqlDigitalIborLegWithPutPayoffs

Sets one put payoff for every coupon.

Argument	Description
self	a DigitalIborLeg handle
payoff	The cash payoff, or null for asset-or-nothing puts (a number)

Returns handle. C#: WithPutPayoffs

nqlDigitalIborLegWithPutPayoffs2

Sets the coupons' put payoffs; the last one repeats for any further coupons.

Argument	Description
self	a DigitalIborLeg handle
payoffs	The cash payoffs, null elements for asset-or-nothing puts (a row or column)

Returns handle. C#: WithPutPayoffs

nqlDigitalIborLegWithPutStrikes

Sets one put strike for every coupon.

Argument	Description
self	a DigitalIborLeg handle
strike	The strike, or null for no put (a number)

Returns handle. C#: WithPutStrikes

nqlDigitalIborLegWithPutStrikes2

Sets the coupons' put strikes; the last one repeats for any further coupons.

Argument	Description
self	a DigitalIborLeg handle
strikes	The strikes, null elements for no put (a row or column)

Returns handle. C#: WithPutStrikes

nqlDigitalIborLegWithReplication

Sets the replication.

Argument	Description
self	a DigitalIborLeg handle
replication	The replication, or null for the digital coupon's default (a DigitalReplication handle)

Returns handle. C#: WithReplication

nqlDigitalIborLegWithSpreads

Sets one spread for every coupon.

Argument	Description
self	a DigitalIborLeg handle
spread	The spread (a number)

Returns handle. C#: WithSpreads

nqlDigitalIborLegWithSpreads2

Sets the coupons' spreads; the last one repeats for any further coupons.

Argument	Description
self	a DigitalIborLeg handle
spreads	The spreads (a row or column)

Returns handle. C#: WithSpreads

nqlDigitalReplication

Initializes a new instance of the DigitalReplication class.

Argument	Description
t	Optional. The replication strategy (a ReplicationType name)
gap	Optional. The gap (a number)

Returns handle. C#: DigitalReplication

nqlDigitalReplicationGap

Gets the gap.

Argument	Description
self	a DigitalReplication handle

Returns double. C#: Gap

nqlDigitalReplicationReplicationType

Gets the replication strategy.

Argument	Description
self	a DigitalReplication handle

Returns enum. C#: ReplicationType

nqlEventDate

Gets the date at which the event occurs.

Argument	Description
self	a Event handle

Returns date. C#: Date

nqlEventHasOccurred

Whether the event has already occurred before a date.

Argument	Description
self	a Event handle
context	The evaluation context (a EvaluationContext handle)
refDate	Optional. The reference date; the evaluation date when null (a date)
includeRefDate	Optional. Whether an event on the reference date counts as not yet occurred; the context's IncludeReferenceDateEvents when null. If true, an event on the reference date has not occurred (TRUE or FALSE)

Returns bool. C#: HasOccurred

nqlFixedRateCoupon

Initializes a new instance of the FixedRateCoupon class from a simple annual rate.

Argument	Description
paymentDate	The payment date, which must already be a business day (a date)
nominal	The nominal (a number)
rate	The rate, simply compounded and annual (a number)
dayCounter	The day counter (a DayCounter handle or its name)
accrualStartDate	The start of the accrual period (a date)
accrualEndDate	The end of the accrual period (a date)
refPeriodStart	Optional. The reference period's start; the accrual start when null (a date)
refPeriodEnd	Optional. The reference period's end; the accrual end when null (a date)
exCouponDate	Optional. The ex-coupon date, if any (a date)

Returns handle. C#: FixedRateCoupon

nqlFixedRateCoupon2

Initializes a new instance of the FixedRateCoupon class from an interest rate.

Argument	Description
paymentDate	The payment date, which must already be a business day (a date)
nominal	The nominal (a number)
interestRate	The interest rate, with its day counter and compounding (a InterestRate handle)
accrualStartDate	The start of the accrual period (a date)
accrualEndDate	The end of the accrual period (a date)
refPeriodStart	Optional. The reference period's start; the accrual start when null (a date)
refPeriodEnd	Optional. The reference period's end; the accrual end when null (a date)
exCouponDate	Optional. The ex-coupon date, if any (a date)

Returns handle. C#: FixedRateCoupon

nqlFixedRateCouponAccruedAmount

The amount accrued up to a date.

Argument	Description
self	a FixedRateCoupon handle
d	The date (a date)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: AccruedAmount

nqlFixedRateCouponAmount

The amount of the cash flow, not discounted: the amount paid at the cash-flow date.

Argument	Description
self	a FixedRateCoupon handle
context	The evaluation context, which a cash flow whose amount depends on fixings or the evaluation date reads; one that knows its amount checks it and reads nothing (a EvaluationContext handle)

Returns double. C#: Amount

nqlFixedRateCouponDayCounter

Gets the day counter used for accrual.

Argument	Description
self	a FixedRateCoupon handle

Returns handle. C#: DayCounter

nqlFixedRateCouponInterestRate

Gets the interest rate.

Argument	Description
self	a FixedRateCoupon handle

Returns handle. C#: InterestRate

nqlFixedRateCouponRate

The coupon's rate.

Argument	Description
self	a FixedRateCoupon handle
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: Rate

nqlFixedRateLeg

Initializes a new instance of the FixedRateLeg class.

Argument	Description
schedule	The schedule of accrual dates; its calendar is the default payment calendar (a Schedule handle)

Returns handle. C#: FixedRateLeg

nqlFixedRateLegToLeg

Builds the leg.

Argument	Description
self	a FixedRateLeg handle

Returns array:handle. C#: ToLeg

nqlFixedRateLegWithCouponRates

Sets one coupon rate for every coupon.

Argument	Description
self	a FixedRateLeg handle
rate	The rate (a number)
paymentDayCounter	The day counter (a DayCounter handle or its name)
comp	Optional. The compounding rule (a Compounding name)
freq	Optional. The compounding frequency (a Frequency name)

Returns handle. C#: WithCouponRates

nqlFixedRateLegWithCouponRates2

Sets the coupon rates; the last one repeats for any further coupons.

Argument	Description
self	a FixedRateLeg handle
rates	The rates (a row or column)
paymentDayCounter	The day counter, checked with each rate, as QuantLib builds one interest rate per rate: an empty list of rates checks nothing (a DayCounter handle or its name)
comp	Optional. The compounding rule (a Compounding name)
freq	Optional. The compounding frequency (a Frequency name)

Returns handle. C#: WithCouponRates

nqlFixedRateLegWithCouponRates3

Sets one interest rate for every coupon.

Argument	Description
self	a FixedRateLeg handle
i	The interest rate (a InterestRate handle)

Returns handle. C#: WithCouponRates

nqlFixedRateLegWithCouponRates4

Sets the interest rates; the last one repeats for any further coupons.

Argument	Description
self	a FixedRateLeg handle
interestRates	The interest rates (a row or column)

Returns handle. C#: WithCouponRates

nqlFixedRateLegWithExCouponPeriod

Sets the ex-coupon period, counted back from each payment date.

Argument	Description
self	a FixedRateLeg handle
period	The period; a zero-length period means no ex-coupon dates (a period such as "6M")
cal	The calendar the period is counted on, or null for QuantLib's empty calendar, which a zero-length period never reads, and which gives an ex-coupon date only for a period of weeks, months or years with an Unadjusted convention; the conversion refuses…
convention	The business-day convention of the ex-coupon dates (a BusinessDayConvention name)
endOfMonth	Optional. Whether the ex-coupon dates stay at month end (TRUE or FALSE)

Returns handle. C#: WithExCouponPeriod

nqlFixedRateLegWithFirstPeriodDayCounter

Sets the day counter of the first period, in place of the rate's.

Argument	Description
self	a FixedRateLeg handle
dayCounter	The day counter, or null, QuantLib's empty day counter, for the rate's (a DayCounter handle or its name)

Returns handle. C#: WithFirstPeriodDayCounter

nqlFixedRateLegWithLastPeriodDayCounter

Sets the day counter of the last period, in place of the rate's, when the schedule has more than one period.

Argument	Description
self	a FixedRateLeg handle
dayCounter	The day counter, or null, QuantLib's empty day counter, for the rate's (a DayCounter handle or its name)

Returns handle. C#: WithLastPeriodDayCounter

nqlFixedRateLegWithNotionals

Sets one notional for every coupon.

Argument	Description
self	a FixedRateLeg handle
notional	The notional (a number)

Returns handle. C#: WithNotionals

nqlFixedRateLegWithNotionals2

Sets the coupons' notionals; the last one repeats for any further coupons.

Argument	Description
self	a FixedRateLeg handle
notionals	The notionals (a row or column)

Returns handle. C#: WithNotionals

nqlFixedRateLegWithPaymentAdjustment

Sets the business-day convention of the payment dates.

Argument	Description
self	a FixedRateLeg handle
convention	The convention (a BusinessDayConvention name)

Returns handle. C#: WithPaymentAdjustment

nqlFixedRateLegWithPaymentCalendar

Sets the calendar of the payment dates; the schedule's calendar by default.

Argument	Description
self	a FixedRateLeg handle
cal	The calendar, or null for QuantLib's empty calendar, which gives a payment date only with no payment lag and an Unadjusted payment adjustment; the conversion refuses any other, as QuantLib's does (a Calendar handle or its name)

Returns handle. C#: WithPaymentCalendar

nqlFixedRateLegWithPaymentLag

Sets the number of business days from each accrual end to its payment date.

Argument	Description
self	a FixedRateLeg handle
lag	The lag (a whole number)

Returns handle. C#: WithPaymentLag

nqlFloatingRateCoupon

Initializes a new instance of the FloatingRateCoupon class.

Argument	Description
paymentDate	The payment date (a date)
nominal	The nominal (a number)
startDate	The start of the accrual period (a date)
endDate	The end of the accrual period (a date)
fixingDays	The business days from the fixing date to the accrual start (or end, in arrears); the index's fixing days when null, QuantLib's Null() (a whole number)
index	The index (a InterestRateIndex handle)
gearing	Optional. The gearing applied to the index fixing (a number)
spread	Optional. The spread added to the geared fixing (a number)
refPeriodStart	Optional. The reference period's start; the accrual start when null (a date)
refPeriodEnd	Optional. The reference period's end; the accrual end when null (a date)
dayCounter	Optional. The accrual day counter; the index's when null, QuantLib's empty day counter (a DayCounter handle or its name)
isInArrears	Optional. Whether the index fixes at the end of the accrual period (TRUE or FALSE)
exCouponDate	Optional. The ex-coupon date, if any (a date)
fixingConvention	Optional. The convention adjusting the fixing date (a BusinessDayConvention name)
pricer	Optional. The pricer, or null to set one later through FloatingRateCouponExtensions.SetPricer; an argument QuantLib's constructor doesn't have, since an immutable coupon can't be given one afterwards (a FloatingRateCouponPricer handle)

Returns handle. C#: FloatingRateCoupon

nqlFloatingRateCouponAccruedAmount

The amount accrued up to a date.

Argument	Description
self	a FloatingRateCoupon handle
d	The date (a date)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: AccruedAmount

nqlFloatingRateCouponAdjustedFixing

The fixing the rate implies: the rate less the spread, over the gearing.

Argument	Description
self	a FloatingRateCoupon handle
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: AdjustedFixing

nqlFloatingRateCouponAmount

The amount of the cash flow, not discounted: the amount paid at the cash-flow date.

Argument	Description
self	a FloatingRateCoupon handle
context	The evaluation context, which a cash flow whose amount depends on fixings or the evaluation date reads; one that knows its amount checks it and reads nothing (a EvaluationContext handle)

Returns double. C#: Amount

nqlFloatingRateCouponConvexityAdjustment

The convexity adjustment: the adjusted fixing less the index fixing.

Argument	Description
self	a FloatingRateCoupon handle
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: ConvexityAdjustment

nqlFloatingRateCouponDayCounter

Gets the day counter used for accrual.

Argument	Description
self	a FloatingRateCoupon handle

Returns handle. C#: DayCounter

nqlFloatingRateCouponExtensionsSetPricer

FloatingRateCouponExtensions.SetPricer(FloatingRateCoupon coupon, FloatingRateCouponPricer pricer) -> FloatingRateCoupon

Argument	Description
coupon	a FloatingRateCoupon handle
pricer	a FloatingRateCouponPricer handle

Returns handle. C#: SetPricer

nqlFloatingRateCouponFixingConvention

Gets the convention adjusting the fixing date.

Argument	Description
self	a FloatingRateCoupon handle

Returns enum. C#: FixingConvention

nqlFloatingRateCouponFixingDate

The fixing date: the fixing days before the accrual start, or before the accrual end in arrears, on the index's fixing calendar.

Argument	Description
self	a FloatingRateCoupon handle

Returns date. C#: FixingDate

nqlFloatingRateCouponFixingDays

Gets the fixing days.

Argument	Description
self	a FloatingRateCoupon handle

Returns int32. C#: FixingDays

nqlFloatingRateCouponGearing

Gets the gearing applied to the index fixing.

Argument	Description
self	a FloatingRateCoupon handle

Returns double. C#: Gearing

nqlFloatingRateCouponIndex

Gets the index.

Argument	Description
self	a FloatingRateCoupon handle

Returns handle. C#: Index

nqlFloatingRateCouponIndexFixing

The index fixing on the coupon's fixing date.

Argument	Description
self	a FloatingRateCoupon handle
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: IndexFixing

nqlFloatingRateCouponIsInArrears

Gets a value indicating whether the index fixes at the end of the accrual period.

Argument	Description
self	a FloatingRateCoupon handle

Returns bool. C#: IsInArrears

nqlFloatingRateCouponPrice

The coupon's amount discounted on a curve, to the curve's reference date.

Argument	Description
self	a FloatingRateCoupon handle
discountingCurve	The discounting curve (a YieldTermStructure handle)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: Price

nqlFloatingRateCouponPricer

Gets the pricer, or null when none is set.

Argument	Description
self	a FloatingRateCoupon handle

Returns handle. C#: Pricer

nqlFloatingRateCouponPricerCapletPrice

The price of a caplet on the coupon's rate.

Argument	Description
self	a FloatingRateCouponPricer handle
coupon	The coupon (a FloatingRateCoupon handle)
effectiveCap	The cap on the index fixing (a number)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: CapletPrice

nqlFloatingRateCouponPricerCapletRate

The rate of a caplet on the coupon's rate.

Argument	Description
self	a FloatingRateCouponPricer handle
coupon	The coupon (a FloatingRateCoupon handle)
effectiveCap	The cap on the index fixing (a number)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: CapletRate

nqlFloatingRateCouponPricerFloorletPrice

The price of a floorlet on the coupon's rate.

Argument	Description
self	a FloatingRateCouponPricer handle
coupon	The coupon (a FloatingRateCoupon handle)
effectiveFloor	The floor on the index fixing (a number)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: FloorletPrice

nqlFloatingRateCouponPricerFloorletRate

The rate of a floorlet on the coupon's rate.

Argument	Description
self	a FloatingRateCouponPricer handle
coupon	The coupon (a FloatingRateCoupon handle)
effectiveFloor	The floor on the index fixing (a number)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: FloorletRate

nqlFloatingRateCouponPricerSwapletPrice

The swaplet's price: the coupon's amount, discounted.

Argument	Description
self	a FloatingRateCouponPricer handle
coupon	The coupon (a FloatingRateCoupon handle)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: SwapletPrice

nqlFloatingRateCouponPricerSwapletRate

The swaplet's rate: the coupon's rate.

Argument	Description
self	a FloatingRateCouponPricer handle
coupon	The coupon (a FloatingRateCoupon handle)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: SwapletRate

nqlFloatingRateCouponRate

The coupon's rate: its pricer's swaplet rate.

Argument	Description
self	a FloatingRateCoupon handle
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: Rate

nqlFloatingRateCouponSpread

Gets the spread added to the geared fixing.

Argument	Description
self	a FloatingRateCoupon handle

Returns double. C#: Spread

nqlHaganPricerCapletPrice

The price of a caplet on the coupon's rate.

Argument	Description
self	a HaganPricer handle
coupon	The coupon (a FloatingRateCoupon handle)
effectiveCap	The cap on the index fixing (a number)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: CapletPrice

nqlHaganPricerCapletRate

The rate of a caplet on the coupon's rate.

Argument	Description
self	a HaganPricer handle
coupon	The coupon (a FloatingRateCoupon handle)
effectiveCap	The cap on the index fixing (a number)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: CapletRate

nqlHaganPricerFloorletPrice

The price of a floorlet on the coupon's rate.

Argument	Description
self	a HaganPricer handle
coupon	The coupon (a FloatingRateCoupon handle)
effectiveFloor	The floor on the index fixing (a number)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: FloorletPrice

nqlHaganPricerFloorletRate

The rate of a floorlet on the coupon's rate.

Argument	Description
self	a HaganPricer handle
coupon	The coupon (a FloatingRateCoupon handle)
effectiveFloor	The floor on the index fixing (a number)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: FloorletRate

nqlHaganPricerMeanReversion

Gets the mean reversion, which the non-parallel shifts' g-function reads.

Argument	Description
self	a HaganPricer handle

Returns double. C#: MeanReversion

nqlHaganPricerSwapletPrice

The swaplet's price: the coupon's amount, discounted.

Argument	Description
self	a HaganPricer handle
coupon	The coupon (a FloatingRateCoupon handle)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: SwapletPrice

nqlHaganPricerSwapletRate

The swaplet's rate: the coupon's rate.

Argument	Description
self	a HaganPricer handle
coupon	The coupon (a FloatingRateCoupon handle)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: SwapletRate

nqlIborCoupon

Initializes a new instance of the IborCoupon class.

Argument	Description
paymentDate	The payment date (a date)
nominal	The nominal (a number)
startDate	The start of the accrual period (a date)
endDate	The end of the accrual period (a date)
fixingDays	The business days from the fixing date to the accrual start (or end, in arrears); the index's fixing days when null, QuantLib's Null() (a whole number)
index	The index (a IborIndex handle)
gearing	Optional. The gearing applied to the index fixing (a number)
spread	Optional. The spread added to the geared fixing (a number)
refPeriodStart	Optional. The reference period's start; the accrual start when null (a date)
refPeriodEnd	Optional. The reference period's end; the accrual end when null (a date)
dayCounter	Optional. The accrual day counter; the index's when null (a DayCounter handle or its name)
isInArrears	Optional. Whether the index fixes at the end of the accrual period (TRUE or FALSE)
exCouponDate	Optional. The ex-coupon date, if any (a date)
fixingConvention	Optional. The convention adjusting the fixing date (a BusinessDayConvention name)
pricer	Optional. The pricer, or null to set one later through FloatingRateCouponExtensions.SetPricer (a FloatingRateCouponPricer handle)

Returns handle. C#: IborCoupon

nqlIborCouponFixingDate

The fixing date: the fixing days before the accrual start, or before the accrual end in arrears, on the index's fixing calendar.

Argument	Description
self	a IborCoupon handle

Returns date. C#: FixingDate

nqlIborCouponFixingEndDate

The end of the period the coupon's fixing spans: the index's maturity for an indexed or in-arrears coupon, and for an at-par coupon the value date of the next fixing.

Argument	Description
self	a IborCoupon handle

Returns date. C#: FixingEndDate

nqlIborCouponFixingMaturityDate

The end of the deposit underlying the index fixing: the index's maturity from the value date.

Argument	Description
self	a IborCoupon handle

Returns date. C#: FixingMaturityDate

nqlIborCouponFixingValueDate

The start of the deposit underlying the index fixing: the index's fixing days after the fixing date.

Argument	Description
self	a IborCoupon handle

Returns date. C#: FixingValueDate

nqlIborCouponHasFixed

Whether the coupon has fixed: its fixing date is before the evaluation date, or on it when the context enforces today's historic fixings or holds a fixing for that date.

Argument	Description
self	a IborCoupon handle
context	The evaluation context (a EvaluationContext handle)

Returns bool. C#: HasFixed

nqlIborCouponIborIndex

Gets the Ibor index.

Argument	Description
self	a IborCoupon handle

Returns handle. C#: IborIndex

nqlIborCouponIndexFixing

The index fixing, with the coupon's own pricer's at-par choice: the stored fixing once the coupon has fixed, otherwise the forecast over the period the coupon's fixing spans.

Argument	Description
self	a IborCoupon handle
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: IndexFixing

nqlIborCouponPricerCapletVolatility

Gets the caplet volatility, or null for none.

Argument	Description
self	a IborCouponPricer handle

Returns handle. C#: CapletVolatility

nqlIborCouponPricerSetCapletVolatility

A copy of the pricer holding another caplet volatility, where QuantLib's changes the pricer.

Argument	Description
self	a IborCouponPricer handle
v	Optional. The caplet volatility, or null for none (a OptionletVolatilityStructure handle)

Returns handle. C#: SetCapletVolatility

nqlIborCouponPricerUseIndexedCoupon

Gets a value indicating whether the pricer prices indexed coupons, whose fixing runs to the index's maturity, rather than at-par ones, whose fixing runs to the next fixing's value date.

Argument	Description
self	a IborCouponPricer handle

Returns bool. C#: UseIndexedCoupon

nqlIborCouponSpanningTime

The period the coupon's fixing spans, from the value date to the end date, as a year fraction.

Argument	Description
self	a IborCoupon handle

Returns double. C#: SpanningTime

nqlIborCouponSpanningTimeIndexMaturity

The deposit's period, from the value date to the maturity, as a year fraction.

Argument	Description
self	a IborCoupon handle

Returns double. C#: SpanningTimeIndexMaturity

nqlIborLeg

Initializes a new instance of the IborLeg class.

Argument	Description
schedule	The schedule of accrual dates (a Schedule handle)
index	The index (a IborIndex handle)

Returns handle. C#: IborLeg

nqlIborLegInArrears

Sets whether the coupons fix at the end of their periods.

Argument	Description
self	a IborLeg handle
flag	Optional. Whether they do (TRUE or FALSE)

Returns handle. C#: InArrears

nqlIborLegToLeg

Builds the leg.

Argument	Description
self	a IborLeg handle
context	The evaluation context, whose at-par switch the default pricer and the stub check read when the leg has no explicit choice (a EvaluationContext handle)

Returns array:handle. C#: ToLeg

nqlIborLegWithAtParCoupons

Sets whether the leg's default pricer prices at-par coupons, rather than indexed ones.

Argument	Description
self	a IborLeg handle
b	Optional. Whether it does (TRUE or FALSE)

Returns handle. C#: WithAtParCoupons

nqlIborLegWithCaps

Sets one cap for every coupon's rate.

Argument	Description
self	a IborLeg handle
cap	The cap, or null, QuantLib's Null() , for a cap list holding no cap: the coupons are then uncapped, and the leg gets no default pricer, as with any cap list (a number)

Returns handle. C#: WithCaps

nqlIborLegWithCaps2

Sets the caps on the coupons' rates; the last one repeats for any further coupons.

Argument	Description
self	a IborLeg handle
caps	The caps, null elements for none (a row or column)

Returns handle. C#: WithCaps

nqlIborLegWithExCouponPeriod

Sets the ex-coupon period, counted back from each payment date.

Argument	Description
self	a IborLeg handle
period	The period; a zero-length period means no ex-coupon dates (a period such as "6M")
cal	The calendar the period is counted on; the schedule's when null, QuantLib's empty calendar (a Calendar handle or its name)
convention	The business-day convention of the ex-coupon dates (a BusinessDayConvention name)
endOfMonth	Optional. Whether the ex-coupon dates stay at month end (TRUE or FALSE)

Returns handle. C#: WithExCouponPeriod

nqlIborLegWithFixingConvention

Sets the convention adjusting the fixing dates.

Argument	Description
self	a IborLeg handle
convention	The convention (a BusinessDayConvention name)

Returns handle. C#: WithFixingConvention

nqlIborLegWithFixingDays

Sets one count of fixing days for every coupon.

Argument	Description
self	a IborLeg handle
fixingDays	The fixing days; the index's when null, QuantLib's Null() (a whole number)

Returns handle. C#: WithFixingDays

nqlIborLegWithFixingDays2

Sets the coupons' fixing days; the last count repeats for any further coupons.

Argument	Description
self	a IborLeg handle
fixingDays	The fixing days, null elements taking the index's (a row or column)

Returns handle. C#: WithFixingDays

nqlIborLegWithFloors

Sets one floor for every coupon's rate.

Argument	Description
self	a IborLeg handle
floor	The floor, or null, QuantLib's Null() , for a floor list holding no floor: the coupons are then unfloored, and the leg gets no default pricer, as with any floor list (a number)

Returns handle. C#: WithFloors

nqlIborLegWithFloors2

Sets the floors on the coupons' rates; the last one repeats for any further coupons.

Argument	Description
self	a IborLeg handle
floors	The floors, null elements for none (a row or column)

Returns handle. C#: WithFloors

nqlIborLegWithGearings

Sets one gearing for every coupon.

Argument	Description
self	a IborLeg handle
gearing	The gearing; a zero gearing makes a fixed-rate coupon paying the spread (a number)

Returns handle. C#: WithGearings

nqlIborLegWithGearings2

Sets the coupons' gearings; the last one repeats for any further coupons.

Argument	Description
self	a IborLeg handle
gearings	The gearings (a row or column)

Returns handle. C#: WithGearings

nqlIborLegWithIndexedCoupons

Sets whether the leg's default pricer prices indexed coupons, rather than at-par ones.

Argument	Description
self	a IborLeg handle
b	Optional. Whether it does; the context's at-par switch decides when null (TRUE or FALSE)

Returns handle. C#: WithIndexedCoupons

nqlIborLegWithNotionals

Sets one notional for every coupon.

Argument	Description
self	a IborLeg handle
notional	The notional (a number)

Returns handle. C#: WithNotionals

nqlIborLegWithNotionals2

Sets the coupons' notionals; the last one repeats for any further coupons.

Argument	Description
self	a IborLeg handle
notionals	The notionals (a row or column)

Returns handle. C#: WithNotionals

nqlIborLegWithPaymentAdjustment

Sets the business-day convention of the payment dates.

Argument	Description
self	a IborLeg handle
convention	The convention (a BusinessDayConvention name)

Returns handle. C#: WithPaymentAdjustment

nqlIborLegWithPaymentCalendar

Sets the calendar of the payment dates; the schedule's calendar by default.

Argument	Description
self	a IborLeg handle
cal	The calendar; the schedule's when null, QuantLib's empty calendar (a Calendar handle or its name)

Returns handle. C#: WithPaymentCalendar

nqlIborLegWithPaymentDayCounter

Sets the accrual day counter; the index's by default.

Argument	Description
self	a IborLeg handle
dayCounter	The day counter; the index's when null, QuantLib's empty day counter. A period with a zero gearing then refuses the conversion, its fixed-rate coupon needing one, after every refusal QuantLib raises while it builds the leg (a DayCounter handle or its…

Returns handle. C#: WithPaymentDayCounter

nqlIborLegWithPaymentLag

Sets the number of business days from each accrual end to its payment date.

Argument	Description
self	a IborLeg handle
lag	The lag (a whole number)

Returns handle. C#: WithPaymentLag

nqlIborLegWithSpreads

Sets one spread for every coupon.

Argument	Description
self	a IborLeg handle
spread	The spread (a number)

Returns handle. C#: WithSpreads

nqlIborLegWithSpreads2

Sets the coupons' spreads; the last one repeats for any further coupons.

Argument	Description
self	a IborLeg handle
spreads	The spreads (a row or column)

Returns handle. C#: WithSpreads

nqlIborLegWithZeroPayments

Sets whether every coupon is paid on the last payment date.

Argument	Description
self	a IborLeg handle
flag	Optional. Whether it is (TRUE or FALSE)

Returns handle. C#: WithZeroPayments

nqlInterestRate

Initializes a new instance of the InterestRate class.

Argument	Description
r	The rate (a number)
dc	The day counter (a DayCounter handle or its name)
comp	The compounding rule (a Compounding name)
freq	The compounding frequency, which compounded rules need (a Frequency name)

Returns handle. C#: InterestRate

nqlInterestRateCompoundFactor

The compound (capitalization) factor implied by the rate compounded at a time, measured by the rate's day counter.

Argument	Description
self	a InterestRate handle
t	The time (a number)

Returns double. C#: CompoundFactor

nqlInterestRateCompoundFactor2

The compound (capitalization) factor implied by the rate compounded between two dates.

Argument	Description
self	a InterestRate handle
d1	The start date (a date)
d2	The end date (a date)
refStart	Optional. The reference period's start, for day counters that use one (a date)
refEnd	Optional. The reference period's end, for day counters that use one (a date)

Returns double. C#: CompoundFactor

nqlInterestRateCompounding

Gets the compounding rule.

Argument	Description
self	a InterestRate handle

Returns enum. C#: Compounding

nqlInterestRateDayCounter

Gets the day counter.

Argument	Description
self	a InterestRate handle

Returns handle. C#: DayCounter

nqlInterestRateDiscountFactor

The discount factor implied by the rate compounded at a time, measured by the rate's day counter.

Argument	Description
self	a InterestRate handle
t	The time (a number)

Returns double. C#: DiscountFactor

nqlInterestRateDiscountFactor2

The discount factor implied by the rate compounded between two dates.

Argument	Description
self	a InterestRate handle
d1	The start date (a date)
d2	The end date (a date)
refStart	Optional. The reference period's start, for day counters that use one (a date)
refEnd	Optional. The reference period's end, for day counters that use one (a date)

Returns double. C#: DiscountFactor

nqlInterestRateDiscountFactorFirstDerivative

The first derivative of the discount factor at a time with respect to the rate.

Argument	Description
self	a InterestRate handle
t	The time, measured by the rate's day counter (a number)

Returns double. C#: DiscountFactorFirstDerivative

nqlInterestRateDiscountFactorSecondDerivative

The second derivative of the discount factor at a time with respect to the rate.

Argument	Description
self	a InterestRate handle
t	The time, measured by the rate's day counter (a number)

Returns double. C#: DiscountFactorSecondDerivative

nqlInterestRateEquivalentRate

The equivalent rate for a compounding period of a time, with the rate's own day counter.

Argument	Description
self	a InterestRate handle
comp	The result's compounding rule (a Compounding name)
freq	The result's frequency (a Frequency name)
t	The time, measured by the rate's day counter (a number)

Returns handle. C#: EquivalentRate

nqlInterestRateEquivalentRate2

The equivalent rate for a compounding period between two dates, by the result's day-counting rule.

Argument	Description
self	a InterestRate handle
resultDC	The result's day counter (a DayCounter handle or its name)
comp	The result's compounding rule (a Compounding name)
freq	The result's frequency (a Frequency name)
d1	The start date (a date)
d2	The end date (a date)
refStart	Optional. The reference period's start, for day counters that use one (a date)
refEnd	Optional. The reference period's end, for day counters that use one (a date)

Returns handle. C#: EquivalentRate

nqlInterestRateFrequency

Gets the compounding frequency; NoFrequency where the rule needs none.

Argument	Description
self	a InterestRate handle

Returns enum. C#: Frequency

nqlInterestRateImpliedRate

The implied interest rate for a compound factor at a time.

Argument	Description
compound	The compound factor (a number)
resultDC	The result's day counter, by which t must be measured (a DayCounter handle or its name)
comp	The result's compounding rule (a Compounding name)
freq	The result's frequency (a Frequency name)
t	The time (a number)

Returns handle. C#: ImpliedRate

nqlInterestRateImpliedRate2

The implied rate for a compound factor between two dates, by the result's day-counting rule.

Argument	Description
compound	The compound factor (a number)
resultDC	The result's day counter (a DayCounter handle or its name)
comp	The result's compounding rule (a Compounding name)
freq	The result's frequency (a Frequency name)
d1	The start date (a date)
d2	The end date (a date)
refStart	Optional. The reference period's start, for day counters that use one (a date)
refEnd	Optional. The reference period's end, for day counters that use one (a date)

Returns handle. C#: ImpliedRate

nqlInterestRateRate

Gets the rate.

Argument	Description
self	a InterestRate handle

Returns double. C#: Rate

nqlLinearTsrPricer

Initializes a new instance of the LinearTsrPricer class.

Argument	Description
swaptionVol	The swaption volatility (a SwaptionVolatilityStructure handle)
meanReversion	The mean reversion of the model's slope (a number)
couponDiscountCurve	Optional. The coupon's discounting curve, which only the prices read; the swap index's discounting curve when null, QuantLib's empty handle (a YieldTermStructure handle)
settings	Optional. The integration's bounds; QuantLib's default, the rate bounds 0.0001 and 2, when null (a LinearTsrPricerSettings handle)
integrator	Optional. The integrator; QuantLib's GaussKronrodNonAdaptive(1e-10, 5000, 1e-10) when null (a Integrator handle)

Returns handle. C#: LinearTsrPricer

nqlLinearTsrPricerCapletPrice

The price of a caplet on the coupon's rate.

Argument	Description
self	a LinearTsrPricer handle
coupon	The coupon (a FloatingRateCoupon handle)
effectiveCap	The cap on the index fixing (a number)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: CapletPrice

nqlLinearTsrPricerCapletRate

The rate of a caplet on the coupon's rate.

Argument	Description
self	a LinearTsrPricer handle
coupon	The coupon (a FloatingRateCoupon handle)
effectiveCap	The cap on the index fixing (a number)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: CapletRate

nqlLinearTsrPricerCouponDiscountCurve

Gets the coupon's discounting curve, or null for the swap index's.

Argument	Description
self	a LinearTsrPricer handle

Returns handle. C#: CouponDiscountCurve

nqlLinearTsrPricerFloorletPrice

The price of a floorlet on the coupon's rate.

Argument	Description
self	a LinearTsrPricer handle
coupon	The coupon (a FloatingRateCoupon handle)
effectiveFloor	The floor on the index fixing (a number)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: FloorletPrice

nqlLinearTsrPricerFloorletRate

The rate of a floorlet on the coupon's rate.

Argument	Description
self	a LinearTsrPricer handle
coupon	The coupon (a FloatingRateCoupon handle)
effectiveFloor	The floor on the index fixing (a number)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: FloorletRate

nqlLinearTsrPricerIntegrator

Gets the integrator.

Argument	Description
self	a LinearTsrPricer handle

Returns handle. C#: Integrator

nqlLinearTsrPricerMeanReversion

Gets the mean reversion.

Argument	Description
self	a LinearTsrPricer handle

Returns double. C#: MeanReversion

nqlLinearTsrPricerSettings

Gets the integration's bounds.

Argument	Description
self	a LinearTsrPricer handle

Returns handle. C#: Settings

nqlLinearTsrPricerSwapletPrice

The swaplet's price: the coupon's amount, discounted.

Argument	Description
self	a LinearTsrPricer handle
coupon	The coupon (a FloatingRateCoupon handle)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: SwapletPrice

nqlLinearTsrPricerSwapletRate

The swaplet's rate: the coupon's rate.

Argument	Description
self	a LinearTsrPricer handle
coupon	The coupon (a FloatingRateCoupon handle)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: SwapletRate

nqlLinearTsrPricerWithMeanReversion

A copy of the pricer with another mean reversion.

Argument	Description
self	a LinearTsrPricer handle
meanReversion	The mean reversion (a number)

Returns handle. C#: WithMeanReversion

nqlLinearTsrPricerWithSwaptionVolatility

A copy of the pricer on another swaption volatility.

Argument	Description
self	a LinearTsrPricer handle
swaptionVolatility	The swaption volatility, or null for none (a SwaptionVolatilityStructure handle)

Returns handle. C#: WithSwaptionVolatility

nqlNumericHaganPricer

Initializes a new instance of the NumericHaganPricer class.

Argument	Description
swaptionVol	The swaption volatility, or null, QuantLib's empty handle, refused when a coupon with a future fixing is priced (a SwaptionVolatilityStructure handle)
modelOfYieldCurve	The yield-curve model of the g-function (a GFunctionFactoryYieldCurveModel name)
meanReversion	The mean reversion, which the non-parallel shifts' model reads (a number)
lowerLimit	Optional. The integration's lower limit on a lognormal volatility (a number)
upperLimit	Optional. The upper limit NumericHaganPricer.IntegrationLimits gives before a call integrates (a number)
precision	Optional. The integration's absolute accuracy (a number)
hardUpperLimit	Optional. The integration's largest upper limit (a number)

Returns handle. C#: NumericHaganPricer

nqlNumericHaganPricerIntegrationLimits

The integration limits QuantLib's members hold after the coupon's optionlet of the given type is priced on a fresh pricer: lowerLimit() , upperLimit() and stdDeviations() .

Argument	Description
self	a NumericHaganPricer handle
coupon	The coupon (a FloatingRateCoupon handle)
optionType	The optionlet's type: a call sets the upper limit, a put the lower one (a OptionType name)
context	The evaluation context (a EvaluationContext handle)

Returns handle. C#: IntegrationLimits

nqlNumericHaganPricerWithMeanReversion

A copy of the pricer, of its own type, with another mean reversion.

Argument	Description
self	a NumericHaganPricer handle
meanReversion	The mean reversion (a number)

Returns handle. C#: WithMeanReversion

nqlNumericHaganPricerWithSwaptionVolatility

A copy of the pricer, of its own type, on another swaption volatility.

Argument	Description
self	a NumericHaganPricer handle
swaptionVolatility	The swaption volatility, or null for none (a SwaptionVolatilityStructure handle)

Returns handle. C#: WithSwaptionVolatility

nqlOvernightIndexedCoupon

Initializes a new instance of the OvernightIndexedCoupon class.

Argument	Description
paymentDate	The payment date, on or after the accrual end (a date)
nominal	The nominal (a number)
startDate	The start of the accrual period (a date)
endDate	The end of the accrual period, after its start (a date)
overnightIndex	The overnight index (a OvernightIndex handle)
gearing	Optional. The gearing applied to the compounded or averaged rate (a number)
spread	Optional. The spread (a number)
refPeriodStart	Optional. The reference period's start; the accrual start when null (a date)
refPeriodEnd	Optional. The reference period's end; the accrual end when null (a date)
dayCounter	Optional. The accrual day counter; the index's when null (a DayCounter handle or its name)
telescopicValueDates	Optional. QuantLib's telescopic value dates: refused with a lookback that can't use them, and on an averaged coupon the choice of the averaging pricer's approximation. The value dates are the full daily list either way (TRUE or FALSE)
averagingMethod	Optional. Compounded or averaged (a RateAveragingType name)
lookbackDays	Optional. The lookback in business days; the index's fixing days when null, QuantLib's Null() (a whole number)
lockoutDays	Optional. The lockout in business days (a whole number)
applyObservationShift	Optional. Whether the observation period shifts with the lookback (TRUE or FALSE)
compoundSpreadDaily	Optional. Whether the spread compounds daily, or is added after compounding (TRUE or FALSE)
rateComputationStartDate	Optional. The start of the rate computation; the accrual start when null (a date)
rateComputationEndDate	Optional. The end of the rate computation; the accrual end when null (a date)
exCouponDate	Optional. The ex-coupon date, if any (a date)
roundingPrecision	Optional. The decimal places the rate is rounded to, by closest rounding, before the amount is computed; none when null (a whole number)

Returns handle. C#: OvernightIndexedCoupon

nqlOvernightIndexedCouponAccruedAmount

The amount accrued up to a date.

Argument	Description
self	a OvernightIndexedCoupon handle
d	The date (a date)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: AccruedAmount

nqlOvernightIndexedCouponAmount

The amount: the rate, rounded when a rounding precision was given, × accrual period × nominal.

Argument	Description
self	a OvernightIndexedCoupon handle
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: Amount

nqlOvernightIndexedCouponApplyObservationShift

Gets a value indicating whether the observation shift applies.

Argument	Description
self	a OvernightIndexedCoupon handle

Returns bool. C#: ApplyObservationShift

nqlOvernightIndexedCouponAveragingMethod

Gets the averaging method.

Argument	Description
self	a OvernightIndexedCoupon handle

Returns enum. C#: AveragingMethod

nqlOvernightIndexedCouponCanApplyTelescopicFormula

Gets a value indicating whether the telescopic formula applies: the lookback is the index's fixing delay, or the index fixes with no delay and the observation shift applies.

Argument	Description
self	a OvernightIndexedCoupon handle

Returns bool. C#: CanApplyTelescopicFormula

nqlOvernightIndexedCouponCompoundSpreadDaily

Gets a value indicating whether the spread is compounded daily, or added after compounding.

Argument	Description
self	a OvernightIndexedCoupon handle

Returns bool. C#: CompoundSpreadDaily

nqlOvernightIndexedCouponDt

The accrual (compounding) periods, as year fractions by the index's day counter.

Argument	Description
self	a OvernightIndexedCoupon handle

Returns array:double. C#: Dt

nqlOvernightIndexedCouponEffectiveIndexFixing

The effective index fixing (see OvernightIndexedCoupon.EffectiveSpread).

Argument	Description
self	a OvernightIndexedCoupon handle
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: EffectiveIndexFixing

nqlOvernightIndexedCouponEffectiveSpread

The effective spread, which with OvernightIndexedCoupon.EffectiveIndexFixing makes the amount nominal × accrual period × (gearing × effective index fixing + effective spread): the spread itself unless it compounds daily on a compounded coupon.

Argument	Description
self	a OvernightIndexedCoupon handle
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: EffectiveSpread

nqlOvernightIndexedCouponFixingDate

The date when the coupon is fully determined: its last fixing date.

Argument	Description
self	a OvernightIndexedCoupon handle

Returns date. C#: FixingDate

nqlOvernightIndexedCouponFixingDates

The fixing dates of the rates compounded or averaged, one per accrual period.

Argument	Description
self	a OvernightIndexedCoupon handle

Returns array:date. C#: FixingDates

nqlOvernightIndexedCouponIndexFixings

The fixings compounded or averaged: the index's fixing on each fixing date.

Argument	Description
self	a OvernightIndexedCoupon handle
context	The evaluation context (a EvaluationContext handle)

Returns array:double. C#: IndexFixings

nqlOvernightIndexedCouponInterestDates

The interest dates of the rates compounded or averaged.

Argument	Description
self	a OvernightIndexedCoupon handle

Returns array:date. C#: InterestDates

nqlOvernightIndexedCouponLockoutDays

Gets the lockout days.

Argument	Description
self	a OvernightIndexedCoupon handle

Returns int32. C#: LockoutDays

nqlOvernightIndexedCouponRateComputationEndDate

Gets the rate computation's end date, as given; null when none was.

Argument	Description
self	a OvernightIndexedCoupon handle

Returns date?. C#: RateComputationEndDate

nqlOvernightIndexedCouponRateComputationStartDate

Gets the rate computation's start date, as given; null when none was.

Argument	Description
self	a OvernightIndexedCoupon handle

Returns date?. C#: RateComputationStartDate

nqlOvernightIndexedCouponValueDates

The value dates of the rates compounded or averaged: every daily value date.

Argument	Description
self	a OvernightIndexedCoupon handle

Returns array:date. C#: ValueDates

nqlRangeAccrualFloatersCoupon

Initializes a new instance of the RangeAccrualFloatersCoupon class.

Argument	Description
paymentDate	The payment date (a date)
nominal	The nominal (a number)
index	The index observed and paid (a IborIndex handle)
startDate	The accrual start date, S (a date)
endDate	The accrual end date, T (a date)
fixingDays	The fixing days before each observation (a whole number)
dayCounter	The day counter, which also measures the coupon's times; QuantLib's empty day counter when null, which can't measure them (a DayCounter handle or its name)
gearing	The gearing (a number)
spread	The spread (a number)
refPeriodStart	The reference period's start, the accrual start by default (a date)
refPeriodEnd	The reference period's end, the accrual end by default (a date)
observationSchedule	The observation schedule, from the start to the end (a Schedule handle)
lowerTrigger	The lower trigger, l (a number)
upperTrigger	The upper trigger, u (a number)
pricer	Optional. The pricer, or null for none; an argument QuantLib's constructor doesn't have, since its setPricer changes the coupon in place (a FloatingRateCouponPricer handle)

Returns handle. C#: RangeAccrualFloatersCoupon

nqlRangeAccrualFloatersCouponEndTime

Gets the end time, T, from the forwarding curve's reference date.

Argument	Description
self	a RangeAccrualFloatersCoupon handle

Returns double. C#: EndTime

nqlRangeAccrualFloatersCouponLowerTrigger

Gets the lower trigger.

Argument	Description
self	a RangeAccrualFloatersCoupon handle

Returns double. C#: LowerTrigger

nqlRangeAccrualFloatersCouponObservationDates

Gets the observation dates, the schedule's dates but its first and last.

Argument	Description
self	a RangeAccrualFloatersCoupon handle

Returns array:date. C#: ObservationDates

nqlRangeAccrualFloatersCouponObservationSchedule

Gets the observation schedule.

Argument	Description
self	a RangeAccrualFloatersCoupon handle

Returns handle. C#: ObservationSchedule

nqlRangeAccrualFloatersCouponObservationsNo

Gets the number of observation dates.

Argument	Description
self	a RangeAccrualFloatersCoupon handle

Returns int32. C#: ObservationsNo

nqlRangeAccrualFloatersCouponObservationTimes

Gets the observation times, from the forwarding curve's reference date.

Argument	Description
self	a RangeAccrualFloatersCoupon handle

Returns array:double. C#: ObservationTimes

nqlRangeAccrualFloatersCouponPriceWithoutOptionality

The coupon's price with every observation counted: its accrual times the geared fixing plus the spread, times its nominal and the discount at its payment date.

Argument	Description
self	a RangeAccrualFloatersCoupon handle
discountCurve	The discount curve (a YieldTermStructure handle)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: PriceWithoutOptionality

nqlRangeAccrualFloatersCouponStartTime

Gets the start time, S, from the forwarding curve's reference date.

Argument	Description
self	a RangeAccrualFloatersCoupon handle

Returns double. C#: StartTime

nqlRangeAccrualFloatersCouponUpperTrigger

Gets the upper trigger.

Argument	Description
self	a RangeAccrualFloatersCoupon handle

Returns double. C#: UpperTrigger

nqlRangeAccrualLeg

Initializes a new instance of the RangeAccrualLeg record.

Argument	Description
schedule	The schedule of accrual dates (a Schedule handle)
index	The index observed and paid (a IborIndex handle)

Returns handle. C#: RangeAccrualLeg

nqlRangeAccrualLegToLeg

Builds the leg.

Argument	Description
self	a RangeAccrualLeg handle
context	The evaluation context the observation schedules are built under (a EvaluationContext handle)

Returns array:handle. C#: ToLeg

nqlRangeAccrualLegWithFixingDays

Sets one number of fixing days for every coupon.

Argument	Description
self	a RangeAccrualLeg handle
fixingDays	The fixing days (a whole number)

Returns handle. C#: WithFixingDays

nqlRangeAccrualLegWithFixingDays2

Sets the coupons' fixing days, the coupons after the last taking the last, 2 when none is given.

Argument	Description
self	a RangeAccrualLeg handle
fixingDays	The fixing days (a row or column)

Returns handle. C#: WithFixingDays

nqlRangeAccrualLegWithGearings

Sets one gearing for every coupon.

Argument	Description
self	a RangeAccrualLeg handle
gearing	The gearing (a number)

Returns handle. C#: WithGearings

nqlRangeAccrualLegWithGearings2

Sets the coupons' gearings, the coupons after the last taking the last, 1 when none is given.

Argument	Description
self	a RangeAccrualLeg handle
gearings	The gearings (a row or column)

Returns handle. C#: WithGearings

nqlRangeAccrualLegWithLowerTriggers

Sets one lower trigger for every coupon.

Argument	Description
self	a RangeAccrualLeg handle
trigger	The trigger (a number)

Returns handle. C#: WithLowerTriggers

nqlRangeAccrualLegWithLowerTriggers2

Sets the coupons' lower triggers, the coupons after the last taking the last, QuantLib's Null() when none is given.

Argument	Description
self	a RangeAccrualLeg handle
triggers	The triggers (a row or column)

Returns handle. C#: WithLowerTriggers

nqlRangeAccrualLegWithNotionals

Sets one notional for every coupon.

Argument	Description
self	a RangeAccrualLeg handle
notional	The notional (a number)

Returns handle. C#: WithNotionals

nqlRangeAccrualLegWithNotionals2

Sets the coupons' notionals, the coupons after the last taking the last.

Argument	Description
self	a RangeAccrualLeg handle
notionals	The notionals (a row or column)

Returns handle. C#: WithNotionals

nqlRangeAccrualLegWithObservationConvention

Sets the convention of the observation schedules.

Argument	Description
self	a RangeAccrualLeg handle
convention	The convention (a BusinessDayConvention name)

Returns handle. C#: WithObservationConvention

nqlRangeAccrualLegWithObservationTenor

Sets the tenor of the observation schedules.

Argument	Description
self	a RangeAccrualLeg handle
tenor	The tenor (a period such as "6M")

Returns handle. C#: WithObservationTenor

nqlRangeAccrualLegWithPaymentAdjustment

Sets the convention adjusting the payment dates.

Argument	Description
self	a RangeAccrualLeg handle
convention	The convention (a BusinessDayConvention name)

Returns handle. C#: WithPaymentAdjustment

nqlRangeAccrualLegWithPaymentDayCounter

Sets the payment day counter, which also measures the coupons' times.

Argument	Description
self	a RangeAccrualLeg handle
dayCounter	The day counter, or null, QuantLib's empty day counter (a DayCounter handle or its name)

Returns handle. C#: WithPaymentDayCounter

nqlRangeAccrualLegWithSpreads

Sets one spread for every coupon.

Argument	Description
self	a RangeAccrualLeg handle
spread	The spread (a number)

Returns handle. C#: WithSpreads

nqlRangeAccrualLegWithSpreads2

Sets the coupons' spreads, the coupons after the last taking the last, 0 when none is given.

Argument	Description
self	a RangeAccrualLeg handle
spreads	The spreads (a row or column)

Returns handle. C#: WithSpreads

nqlRangeAccrualLegWithUpperTriggers

Sets one upper trigger for every coupon.

Argument	Description
self	a RangeAccrualLeg handle
trigger	The trigger (a number)

Returns handle. C#: WithUpperTriggers

nqlRangeAccrualLegWithUpperTriggers2

Sets the coupons' upper triggers, the coupons after the last taking the last, QuantLib's Null() when none is given.

Argument	Description
self	a RangeAccrualLeg handle
triggers	The triggers (a row or column)

Returns handle. C#: WithUpperTriggers

nqlRangeAccrualPricerByBgm

Initializes a new instance of the RangeAccrualPricerByBgm class.

Argument	Description
correlation	The correlation of the forwards from S and from T (a number)
smilesOnExpiry	The smile on the forward from S (a SmileSection handle)
smilesOnPayment	The smile on the forward from T (a SmileSection handle)
withSmile	Whether the digitals take the smile (TRUE or FALSE)
byCallSpread	Whether, with the smile, a digital is priced as a call spread, else with a smile correction (TRUE or FALSE)

Returns handle. C#: RangeAccrualPricerByBgm

nqlRangeAccrualPricerCapletPrice

The price of a caplet on the coupon's rate.

Argument	Description
self	a RangeAccrualPricer handle
coupon	The coupon (a FloatingRateCoupon handle)
effectiveCap	The cap on the index fixing (a number)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: CapletPrice

nqlRangeAccrualPricerCapletRate

The rate of a caplet on the coupon's rate.

Argument	Description
self	a RangeAccrualPricer handle
coupon	The coupon (a FloatingRateCoupon handle)
effectiveCap	The cap on the index fixing (a number)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: CapletRate

nqlRangeAccrualPricerFloorletPrice

The price of a floorlet on the coupon's rate.

Argument	Description
self	a RangeAccrualPricer handle
coupon	The coupon (a FloatingRateCoupon handle)
effectiveFloor	The floor on the index fixing (a number)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: FloorletPrice

nqlRangeAccrualPricerFloorletRate

The rate of a floorlet on the coupon's rate.

Argument	Description
self	a RangeAccrualPricer handle
coupon	The coupon (a FloatingRateCoupon handle)
effectiveFloor	The floor on the index fixing (a number)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: FloorletRate

nqlRangeAccrualPricerSwapletPrice

The swaplet's price: the coupon's amount, discounted.

Argument	Description
self	a RangeAccrualPricer handle
coupon	The coupon (a FloatingRateCoupon handle)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: SwapletPrice

nqlRangeAccrualPricerSwapletRate

The swaplet's rate: the coupon's rate.

Argument	Description
self	a RangeAccrualPricer handle
coupon	The coupon (a FloatingRateCoupon handle)
context	The evaluation context (a EvaluationContext handle)

Returns double. C#: SwapletRate