Calquant - Technical documentation
Calquant - Technical documentation
CalquantXL
XLYieldTermStructures Class
XLYieldTermStructures Methods
DiscountFactor Method
ForwardSpotRate Method
ForwardSpotRate2 Method
ForwardYield2 Method
SpotRate Method
SpotYield Method
SpotYield2 Method
YieldCurveInfo Method
YieldCurveSetExtrapolation Method
XLYield
Term
Structures Methods
The
XLYieldTermStructures
type exposes the following members.
Methods
Name
Description
DiscountFactor
ForwardSpotRate
ForwardSpotRate2
ForwardYield2
SpotRate
SpotYield
SpotYield2
YieldCurveInfo
YieldCurveSetExtrapolation
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See Also
Reference
XLYieldTermStructures Class
CalquantXL Namespace
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