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XLOvernightIndexedSwapOvernightIndexedSwap Method


Namespace: CalquantXL
Assembly: CalquantXL (in CalquantXL.dll) Version: 1.0.0+55f5c18b0f48f38168da96ab24b757d961f7632e
Syntax
C#
public 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