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Hierarchy

Index

Constructors

constructor

  • Returns Arguments

Properties

_isDisposed

_isDisposed: boolean = false

callabilityDates

callabilityDates: Date[] = []

callabilityPrices

callabilityPrices: Real[] = []

callabilityTriggers

callabilityTriggers: Real[] = []

callabilityTypes

callabilityTypes: Type[] = []

conversionRatio

conversionRatio: Real

couponAmounts

couponAmounts: Real[] = []

couponDates

couponDates: Date[] = []

creditSpread

creditSpread: Handle<Quote>

dividendDates

dividendDates: Date[] = []

dividends

dividends: DividendSchedule

exercise

exercise: Exercise

issueDate

issueDate: Date

payoff

payoff: Payoff

redemption

redemption: Real

settlementDate

settlementDate: Date

settlementDays

settlementDays: Natural

Accessors

isDisposed

  • get isDisposed(): boolean

Methods

dispose

  • dispose(): void

validate

  • validate(): void