Properties
_isDisposed
_isDisposed: boolean = false
dispose
dispose: () => void
exercise
index1
index2
isDisposed
isDisposed: boolean
leg1AccrualTimes
leg1CappedRates
leg1Coupons
leg1FixingDates
leg1FixingDates: Date[]
leg1FlooredRates
leg1Gearings
leg1IsRedemptionFlow
leg1IsRedemptionFlow: boolean[]
leg1PayDates
leg1PayDates: Date[]
leg1ResetDates
leg1ResetDates: Date[]
leg1Spreads
leg2AccrualTimes
leg2CappedRates
leg2Coupons
leg2FixingDates
leg2FixingDates: Date[]
leg2FlooredRates
leg2Gearings
leg2IsRedemptionFlow
leg2IsRedemptionFlow: boolean[]
leg2PayDates
leg2PayDates: Date[]
leg2ResetDates
leg2ResetDates: Date[]
leg2Spreads
legs
nominal1
nominal2
payer
payoff
type