Class CatSimulation

Hierarchy

CatSimulation
- EventSetSimulation
- BetaRiskSimulation

Index

Constructors

constructor

Properties

_end
_start

Methods

nextPath

Constructors

constructor

new CatSimulation(start: Date, end: Date): CatSimulation

- Defined in ql/experimental/catbonds/catrisk.ts:15
Parameters
- start: Date
- end: Date
Returns CatSimulation

Properties

Protected _end

_end: Date

Protected _start

_start: Date

Methods

nextPath

nextPath(path: Array<[Integer, Real]>): boolean

- Defined in ql/experimental/catbonds/catrisk.ts:21
Parameters
- path: Array<[Integer, Real]>
Returns boolean