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Class OvernightIndexedCouponPricer

Hierarchy

Implements

Index

Properties

Methods

Properties

Protected _coupon

_coupon: OvernightIndexedCoupon

_isDisposed

_isDisposed: boolean = false

_observables

_observables: Set<Observable> = new Set()

_observers

_observers: Set<Observer> = new Set()

dispose

dispose: () => void

Type declaration

    • (): void

    • Returns void

isDisposed

isDisposed: boolean

notifyObservers

notifyObservers: () => void

Type declaration

    • (): void

    • Returns void

registerObserver

registerObserver: (o: Observer) => void

Type declaration

registerWith

registerWith: (h: Observable) => void

Type declaration

registerWithObservables

registerWithObservables: (o: Observer) => void

Type declaration

unregisterObserver

unregisterObserver: (o: Observer) => void

Type declaration

unregisterWith

unregisterWith: (h: Observable) => Size

Type declaration

unregisterWithAll

unregisterWithAll: () => void

Type declaration

    • (): void

    • Returns void

Methods

capletPrice

capletRate

deepUpdate

  • deepUpdate(): void

floorletPrice

floorletRate

initialize

swapletPrice

  • swapletPrice(): Real

swapletRate

  • swapletRate(): Rate

update

  • update(): void