XLConstantCapFloorTermVolatilityConstantCapFloorTermVolatility Method

Namespace: CalquantXL
Assembly: CalquantXL (in CalquantXL.dll) Version: 1.0.0+55f5c18b0f48f38168da96ab24b757d961f7632e

Syntax

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public static Object ConstantCapFloorTermVolatility(
	double constantVolatility,
	Object settlementDays,
	Object calendar,
	Object businessDayConvention,
	Object dayCounter,
	Object observer
)

Parameters

constantVolatility Double
settlementDays Object
calendar Object
businessDayConvention Object
dayCounter Object
observer Object

Return Value

Object

Reference

XLConstantCapFloorTermVolatility Class

CalquantXL Namespace