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Class Arguments

Hierarchy

  • Arguments

Index

Properties

Accessors

Methods

Properties

_isDisposed

_isDisposed: boolean = false

calendar

calendar: Calendar

callabilityDates

callabilityDates: Date[]

callabilityPrices

callabilityPrices: Real[]

cashflows

cashflows: Leg

couponAmounts

couponAmounts: Real[]

couponDates

couponDates: Date[]

frequency

frequency: Frequency

paymentDayCounter

paymentDayCounter: DayCounter

putCallSchedule

putCallSchedule: CallabilitySchedule

redemption

redemption: Real

redemptionDate

redemptionDate: Date

settlementDate

settlementDate: Date

spread

spread: Real

Accessors

isDisposed

  • get isDisposed(): boolean

Methods

dispose

  • dispose(): void

  • Returns void

validate

  • validate(): void

  • Returns void