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Class CdsOptionArguments

Hierarchy

Implements

Index

Properties

Methods

Properties

_isDisposed

_isDisposed: boolean = false

accrualRebate

accrualRebate: CashFlow

claim

claim: Claim

dispose

dispose: () => void

Type declaration

    • (): void

    • Returns void

exercise

exercise: Exercise

isDisposed

isDisposed: boolean

leg

leg: Leg

maturity

maturity: Date

notional

notional: Real

payoff

payoff: Payoff

paysAtDefaultTime

paysAtDefaultTime: boolean

protectionStart

protectionStart: Date

settlesAccrual

settlesAccrual: boolean

side

side: Side

spread

spread: Rate

upfront

upfront: Rate

upfrontPayment

upfrontPayment: CashFlow

Methods

validate

  • validate(): void

  • Returns void