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XLCapFloorOvernightCap Method


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

Return Value

Object
See Also