Calquant - Technical documentation
Calquant - Technical documentation
CalquantXL
XLCapFloor Class
XLCapFloor Methods
CapFloorImpliedVol Method
CapFloorPrice Method
IborCap Method
IborFloor Method
OvernightCap Method
OvernightFloor Method
XLCap
Floor Methods
The
XLCapFloor
type exposes the following members.
Methods
Name
Description
CapFloorImpliedVol
CapFloorPrice
IborCap
IborFloor
OvernightCap
OvernightFloor
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See Also
Reference
XLCapFloor Class
CalquantXL Namespace
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