XLCapFloorTermVolSurfaceCapFloorTermVolSurface Method |
Namespace: CalquantXLAssembly: CalquantXL (in CalquantXL.dll) Version: 1.0.0+55f5c18b0f48f38168da96ab24b757d961f7632e
Syntax public static Object CapFloorTermVolSurface(
Object[] tenors,
Object[] strikes,
Object[,] vols,
Object settlementDays,
Object calendar,
Object bdConvention,
Object dayCounter,
Object observer
)
Parameters
- tenors Object
-
- strikes Object
-
- vols Object
-
- settlementDays Object
-
- calendar Object
-
- bdConvention Object
-
- dayCounter Object
-
- observer Object
-
Return Value
ObjectSee Also