Calquant - Technical documentation
Calquant - Technical documentation
CalquantXL
XLCapFloor Class
XLCapFloor Methods
XLCap
Floor Class
Inheritance Hierarchy
System
Object
CalquantXL
XLCapFloor
Namespace:
CalquantXL
Assembly:
CalquantXL (in CalquantXL.dll) Version: 1.0.0+55f5c18b0f48f38168da96ab24b757d961f7632e
Syntax
C#
Copy
public
static
class
XLCapFloor
The
XLCapFloor
type exposes the following members.
Methods
Name
Description
CapFloorImpliedVol
CapFloorPrice
IborCap
IborFloor
OvernightCap
OvernightFloor
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See Also
Reference
CalquantXL Namespace
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