Properties
_calendar
_data
_dayCounter
_extrapolate
_extrapolate: boolean
_interpolation
_interpolator
_isDisposed
_isDisposed: boolean = false
_jumpDates
_jumpDates: Date[]
_jumpTimes
_jumps
_latestReference
_latestReference: Date
_maxDate
_maxDate: Date
_moving
_moving: boolean
_nJumps
_observables
_observers
_referenceDate
_referenceDate: Date
_settlementDays
_times
_updated
_updated: boolean
allowsExtrapolation
allowsExtrapolation: () => boolean
calendar
checkRange1
checkRange1: (d: Date, extrapolate: boolean) => void
Type declaration
-
- (d: Date, extrapolate: boolean): void
-
Parameters
-
d: Date
-
extrapolate: boolean
Returns void
checkRange2
check
Range2: (t: Time, extrapolate: boolean) => void
Type declaration
-
- (t: Time, extrapolate: boolean): void
dayCounter
deepUpdate
deepUpdate: () => void
defaultDensity1
default
Density1: (d: Date, extrapolate: boolean) => Real
Type declaration
-
- (d: Date, extrapolate: boolean): Real
-
Parameters
-
d: Date
-
extrapolate: boolean
defaultDensity2
default
Density2: (t: Time, extrapolate: boolean) => Real
defaultProbability1
default
Probability1: (d: Date, extrapolate: boolean) => Probability
Type declaration
-
-
Parameters
-
d: Date
-
extrapolate: boolean
defaultProbability2
defaultProbability3
default
Probability3: (d1: Date, d2: Date, extrapolate: boolean) => Probability
Type declaration
-
- (d1: Date, d2: Date, extrapolate: boolean): Probability
-
Parameters
-
d1: Date
-
d2: Date
-
extrapolate: boolean
defaultProbability4
disableExtrapolation
disableExtrapolation: (b: boolean) => void
dispose
dispose: () => void
dptInit1
Type declaration
-
-
Parameters
-
-
Optional jumps: Array<Handle<Quote>>
-
Optional jumpDates: Date[]
dptInit2
Type declaration
-
-
Parameters
-
referenceDate: Date
-
-
-
Optional jumps: Array<Handle<Quote>>
-
Optional jumpDates: Date[]
dptInit3
enableExtrapolation
enableExtrapolation: (b: boolean) => void
hazardRate1
hazard
Rate1: (d: Date, extrapolate: boolean) => Rate
Type declaration
-
- (d: Date, extrapolate: boolean): Rate
-
Parameters
-
d: Date
-
extrapolate: boolean
hazardRate2
hazard
Rate2: (t: Time, extrapolate: boolean) => Rate
hrsInit1
Type declaration
-
-
Parameters
-
-
Optional jumps: Array<Handle<Quote>>
-
Optional jumpDates: Date[]
hrsInit2
Type declaration
-
-
Parameters
-
referenceDate: Date
-
-
-
Optional jumps: Array<Handle<Quote>>
-
Optional jumpDates: Date[]
hrsInit3
icInit1
icInit2
icInit3
icInit4
icInit5
isDisposed
isDisposed: boolean
jumpDates
jumpDates: () => Date[]
jumpTimes
maxTime
notifyObservers
notifyObservers: () => void
referenceDate
referenceDate: () => Date
registerObserver
registerWith
registerWithObservables
register
WithObservables: (o: Observer) => void
setJumps
setJumps: () => void
settlementDays
setupInterpolation
setupInterpolation: () => void
survivalProbability1
survival
Probability1: (d: Date, extrapolate: boolean) => Probability
Type declaration
-
-
Parameters
-
d: Date
-
extrapolate: boolean
survivalProbability2
timeFromReference
time
FromReference: (date: Date) => Time
tsInit1
tsInit2
tsInit3
unregisterObserver
unregister
Observer: (o: Observer) => void
unregisterWith
unregisterWithAll
unregisterWithAll: () => void
update
update: () => void