Class StrippedCappedFlooredCouponLeg

Hierarchy

StrippedCappedFlooredCouponLeg

Implements

NullaryFunction<Leg>

Index

Constructors

constructor

Properties

_underlyingLeg

Methods

f

Constructors

constructor

new StrippedCappedFlooredCouponLeg(underlyingLeg: Leg): StrippedCappedFlooredCouponLeg

- Defined in ql/experimental/coupons/strippedcapflooredcoupon.ts:111
Parameters
- underlyingLeg: Leg
Returns StrippedCappedFlooredCouponLeg

Properties

Private _underlyingLeg

_underlyingLeg: Leg

Methods

f

f(): Leg

Implementation of NullaryFunction.f
- Defined in ql/experimental/coupons/strippedcapflooredcoupon.ts:116
Returns Leg