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XLCapFloorIborCap Method


Namespace: CalquantXL
Assembly: CalquantXL (in CalquantXL.dll) Version: 1.0.0+55f5c18b0f48f38168da96ab24b757d961f7632e
Syntax
C#
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public static Object IborCap(
	DateTime startDate,
	DateTime maturityDate,
	string frequency,
	string index,
	double[] strikes,
	double[] notionals,
	Object fixingDays,
	Object dayCounter,
	Object calendar,
	Object businessDayConvention,
	Object dateGenerationRule,
	Object endOfMonthRule,
	Object observer
)

Parameters

startDate  DateTime
 
maturityDate  DateTime
 
frequency  String
 
index  String
 
strikes  Double
 
notionals  Double
 
fixingDays  Object
 
dayCounter  Object
 
calendar  Object
 
businessDayConvention  Object
 
dateGenerationRule  Object
 
endOfMonthRule  Object
 
observer  Object
 

Return Value

Object
See Also