本文整理汇总了C#中Handle.registerWith方法的典型用法代码示例。如果您正苦于以下问题：C# Handle.registerWith方法的具体用法？C# Handle.registerWith怎么用？C# Handle.registerWith使用的例子？那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类Handle的用法示例。
在下文中一共展示了Handle.registerWith方法的15个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的C#代码示例。
示例1: BMAIndex
public BMAIndex(Handle<YieldTermStructure> h)
: base("BMA", new Period(1, TimeUnit.Weeks), 1, new USDCurrency(),
new UnitedStates(UnitedStates.Market.NYSE), new ActualActual(ActualActual.Convention.ISDA))
{
termStructure_ = h;
h.registerWith(update);
}示例2: BlackSwaptionEngine
public BlackSwaptionEngine(Handle<YieldTermStructure> termStructure,
double vol, DayCounter dc )
{
termStructure_ = termStructure;
volatility_ = new Handle<SwaptionVolatilityStructure>(new ConstantSwaptionVolatility(0, new NullCalendar(), BusinessDayConvention.Following, vol, dc));
termStructure_.registerWith(update);
}示例3: DerivedQuote
public DerivedQuote(Handle<Quote> element, Func<double, double> f)
{
element_ = element;
f_ = f;
element_.registerWith(this.update);
}示例4: LocalVolCurve
public LocalVolCurve(Handle<BlackVarianceCurve> curve)
: base(curve.link.businessDayConvention(), curve.link.dayCounter())
{
blackVarianceCurve_ = curve;
blackVarianceCurve_.registerWith(update);
}示例5: BlackConstantVol
public BlackConstantVol(int settlementDays, Calendar cal, Handle<Quote> volatility, DayCounter dc)
: base(settlementDays, cal, BusinessDayConvention.Following, dc)
{
volatility_ = volatility;
volatility_.registerWith(update);
}示例6: ConvertibleBond
protected ConvertibleBond( Exercise exercise,
double conversionRatio,
DividendSchedule dividends,
CallabilitySchedule callability,
Handle<Quote> creditSpread,
Date issueDate,
int settlementDays,
Schedule schedule,
double redemption)
: base(settlementDays, schedule.calendar(), issueDate)
{
conversionRatio_ = conversionRatio;
callability_ = callability;
dividends_ = dividends;
creditSpread_ = creditSpread;
maturityDate_ = schedule.endDate();
if (!callability.empty())
{
Utils.QL_REQUIRE( callability.Last().date() <= maturityDate_, () =>
"last callability date ("
+ callability.Last().date()
+ ") later than maturity ("
+ maturityDate_.ToShortDateString() + ")");
}
creditSpread.registerWith(update);
}示例7: ConstantOptionletVolatility
//! floating reference date, floating market data
public ConstantOptionletVolatility(int settlementDays, Calendar cal, BusinessDayConvention bdc,
Handle<Quote> vol, DayCounter dc)
: base(settlementDays, cal, bdc, dc)
{
volatility_ = vol;
volatility_.registerWith(update);
}示例8: LocalConstantVol
public LocalConstantVol(int settlementDays, Calendar calendar, Handle<Quote> volatility, DayCounter dayCounter)
: base(settlementDays,calendar)
{
volatility_ = volatility;
dayCounter_ = dayCounter;
volatility_.registerWith(update);
}示例9: setCapletVolatility
public void setCapletVolatility(Handle<OptionletVolatilityStructure> v) {
capletVol_.unregisterWith(update);
capletVol_ = v;
if (!capletVol_.empty())
capletVol_.registerWith(update);
update();
}示例10: BlackCapFloorEngine
public BlackCapFloorEngine(Handle<YieldTermStructure> discountCurve,
Handle<OptionletVolatilityStructure> vol)
{
termStructure_ = discountCurve;
volatility_ = vol;
termStructure_.registerWith(update);
volatility_.registerWith(update);
}示例11: setVolatility
public void setVolatility( Handle<YoYOptionletVolatilitySurface> vol )
{
if ( !volatility_.empty() )
volatility_ .unregisterWith(update );
volatility_ = vol;
volatility_.registerWith(update);
update();
}示例12: YoYInflationCapFloorEngine
public YoYInflationCapFloorEngine( YoYInflationIndex index, Handle<YoYOptionletVolatilitySurface> vol )
{
index_ = index;
volatility_ = vol;
index_.registerWith( update );
volatility_.registerWith(update);
}示例13: CalibrationHelper
//public CalibrationHelper(Handle<Quote> volatility, Handle<YieldTermStructure> termStructure,
// bool calibrateVolatility = false)
public CalibrationHelper(Handle<Quote> volatility, Handle<YieldTermStructure> termStructure, bool calibrateVolatility) {
volatility_ = volatility;
termStructure_ = termStructure;
calibrateVolatility_ = calibrateVolatility;
volatility_.registerWith(update);
termStructure_.registerWith(update);
}示例14: CallableBondConstantVolatility
public CallableBondConstantVolatility(int settlementDays, Calendar calendar, Handle<Quote> volatility,DayCounter dayCounter)
:base(settlementDays, calendar)
{
volatility_ = volatility;
dayCounter_ = dayCounter;
maxBondTenor_ = new Period(100,TimeUnit.Years);
volatility_.registerWith(update);
}示例15: ForwardSpreadedTermStructure
public ForwardSpreadedTermStructure(Handle<YieldTermStructure> h, Handle<Quote> spread)
{
originalCurve_ = h;
spread_ = spread;
originalCurve_.registerWith(update);
spread_.registerWith(update);
}