Class Arguments

Hierarchy

Arguments
- Arguments

Index

Constructors

constructor

Properties

Accessors

isDisposed

Methods

Constructors

constructor

new Arguments(): Arguments

Inherited from Arguments.constructor
- Defined in ql/experimental/barrieroption/doublebarrieroptionengine.ts:13
Returns Arguments

Properties

_isDisposed

_isDisposed: boolean = false

barrierType

barrierType: Type

barrier_hi

barrier_hi: Real

barrier_lo

barrier_lo: Real

exercise

exercise: Exercise

payoff

payoff: Payoff

rebate

rebate: Real

Accessors

isDisposed

get isDisposed(): boolean

Inherited from Arguments.isDisposed
- Defined in ql/pricingengine.ts:33
Returns boolean

Methods

dispose

dispose(): void

Inherited from Arguments.dispose
- Defined in ql/pricingengine.ts:37
Returns void

validate

validate(): void

Inherited from Arguments.validate

Overrides Arguments.validate
- Defined in ql/experimental/barrieroption/doublebarrieroptionengine.ts:22
Returns void