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quantlib.js
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"ql/experimental/catbonds/riskynotional"
NoOffset
Class NoOffset
Hierarchy
EventPaymentOffset
NoOffset
Index
Methods
payment
Date
Methods
payment
Date
payment
Date
(
eventDate
:
Date
)
:
Date
Parameters
eventDate:
Date
Returns
Date
Globals
"ql/experimental/catbonds/riskynotional"
Digital
Notional
Risk
Event
Payment
Offset
No
Offset
payment
Date
Notional
Path
Notional
Risk
Proportional
Notional
Risk