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Class BPSCalculator

YieldTermStructure utility functions

Hierarchy

  • BPSCalculator

Index

Constructors

Properties

Methods

Constructors

constructor

Properties

Private _bps

_bps: Real

Private _discountCurve

_discountCurve: YieldTermStructure

Private _nonSensNPV

_nonSensNPV: Real

Methods

bps

  • Returns Real

nonSensNPV

  • nonSensNPV(): Real

  • Returns Real

visit

  • visit(t: any): void

  • Parameters

    • t: any

    Returns void