Class IrrFinder

Hierarchy

IrrFinder

Implements

UnaryFunction<Rate, Real>

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new IrrFinder(leg: Leg, npv: Real, dayCounter: DayCounter, comp: Compounding, freq: Frequency, includeSettlementDateFlows: boolean, settlementDate: Date, npvDate: Date): IrrFinder

- Defined in ql/cashflows/cashflows.ts:1101
Parameters
- leg: Leg
- npv: Real
- dayCounter: DayCounter
- comp: Compounding
- freq: Frequency
- includeSettlementDateFlows: boolean
- settlementDate: Date
- npvDate: Date
Returns IrrFinder

Properties

Private _compounding

_compounding: Compounding

Private _dayCounter

_dayCounter: DayCounter

Private _frequency

_frequency: Frequency

Private _includeSettlementDateFlows

_includeSettlementDateFlows: boolean

Private _leg

_leg: Leg

Private _npv

_npv: Real

Private _npvDate

_npvDate: Date

Private _settlementDate

_settlementDate: Date

Methods

Private checkSign

checkSign(): void

- Defined in ql/cashflows/cashflows.ts:1143
Returns void

d

d(y: Rate): Real

- Defined in ql/cashflows/cashflows.ts:1135
Parameters
- y: Rate
Returns Real

f

f(y: Rate): Real

- Defined in ql/cashflows/cashflows.ts:1126
Parameters
- y: Rate
Returns Real