Caps and Floors - rosssaunders/FusionLinkDocs GitHub Wiki

  • BrokenDate
  • DateReference
  • GetBSVolatility
  • FloorType
  • SpecificVolatility
  • ForPayment
  • ForRolling
  • MetaModel
  • DataDate
  • DatesAdjustment
  • EndDate
  • DateRef
  • FixingOffset
  • FloatingRate
  • AdjustmentType
  • VolatilityAccuracy
  • IndexCode
  • GetJplus
  • InPercent
  • PaymentMethod
  • PayoffType
  • PeriodicPayment
  • QuotationType
  • DecimalNumber
  • MethodType
  • UnderlyingCategory
  • UnderlyingCode
  • DependencyType
  • StartDate
  • Notional
  • Currency
  • Settlement
  • Basis
  • Frequency
  • Strike