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Hierarchy

Index

Constructors

constructor

  • Returns Arguments

Properties

_isDisposed

_isDisposed: boolean = false

basket

basket: Basket

notional

notional: Real

ntdOrder

ntdOrder: Size

premiumLeg

premiumLeg: Leg

premiumRate

premiumRate: Rate

settlePremiumAccrual

settlePremiumAccrual: boolean

side

side: Side

upfrontRate

upfrontRate: Rate

Accessors

isDisposed

  • get isDisposed(): boolean

Methods

dispose

  • dispose(): void
  • Returns void

validate

  • validate(): void
  • Returns void