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Class NotionalPath

Hierarchy

  • NotionalPath

Index

Constructors

Properties

Methods

Constructors

constructor

  • Returns NotionalPath

Properties

Private _notionalRate

_notionalRate: Array<[Integer, Real]>

Methods

addReduction

  • addReduction(date: Date, newRate: Rate): void

  • Parameters

    • date: Date
    • newRate: Rate

    Returns void

loss

  • Returns Real

notionalRate

  • notionalRate(date: Date): Rate

  • Parameters

    • date: Date

    Returns Rate

reset

  • reset(): void

  • Returns void