Class NotionalRisk

Hierarchy

NotionalRisk
- DigitalNotionalRisk
- ProportionalNotionalRisk

Index

Constructors

constructor

Properties

_paymentOffset

Methods

updatePath

Constructors

constructor

new NotionalRisk(paymentOffset: EventPaymentOffset): NotionalRisk

- Defined in ql/experimental/catbonds/riskynotional.ts:53
Parameters
- paymentOffset: EventPaymentOffset
Returns NotionalRisk

Properties

Protected _paymentOffset

_paymentOffset: EventPaymentOffset

Methods

updatePath

updatePath(events: Array<[Integer, Real]>, path: NotionalPath): void

- Defined in ql/experimental/catbonds/riskynotional.ts:58
Parameters
- events: Array<[Integer, Real]>
- path: NotionalPath
Returns void