XLOvernightIndexedSwapOvernightIndexedSwap Method |
Namespace: CalquantXLAssembly: CalquantXL (in CalquantXL.dll) Version: 1.0.0+55f5c18b0f48f38168da96ab24b757d961f7632e
Syntaxpublic static Object OvernightIndexedSwap(
double nominal,
DateTime startDate,
DateTime endDate,
string overnightIndex,
Object fixedRate,
Object floatingMargin,
Object payerOrReceiver,
Object paymentFrequency,
Object dayCounter,
Object calendar,
Object businessDayConvention,
Object dateGenerationRule,
Object endOfMonthRule,
Object observer
)
Parameters
- nominal Double
-
- startDate DateTime
-
- endDate DateTime
-
- overnightIndex String
-
- fixedRate Object
-
- floatingMargin Object
-
- payerOrReceiver Object
-
- paymentFrequency Object
-
- dayCounter Object
-
- calendar Object
-
- businessDayConvention Object
-
- dateGenerationRule Object
-
- endOfMonthRule Object
-
- observer Object
-
Return Value
Object
See Also