Search
Preparing search index...
The search index is not available
quantlib.js
Options
All
Public
Public/Protected
All
Inherited
Externals
Only exported
Menu
Globals
"ql/experimental/credit/nthtodefault"
NthToDefault
Arguments
Class Arguments
Hierarchy
Arguments
Arguments
Index
Constructors
constructor
Properties
_is
Disposed
basket
notional
ntd
Order
premium
Leg
premium
Rate
settle
Premium
Accrual
side
upfront
Rate
Accessors
is
Disposed
Methods
dispose
validate
Constructors
constructor
new
Arguments
(
)
:
Arguments
Returns
Arguments
Properties
_is
Disposed
_is
Disposed
:
boolean
= false
basket
basket
:
Basket
notional
notional
:
Real
ntd
Order
ntd
Order
:
Size
premium
Leg
premium
Leg
:
Leg
premium
Rate
premium
Rate
:
Rate
settle
Premium
Accrual
settle
Premium
Accrual
:
boolean
side
side
:
Side
upfront
Rate
upfront
Rate
:
Rate
Accessors
is
Disposed
get
isDisposed
(
)
:
boolean
Returns
boolean
Methods
dispose
dispose
(
)
:
void
Returns
void
validate
validate
(
)
:
void
Returns
void
Globals
"ql/experimental/credit/nthtodefault"
Nth
ToDefault
Arguments
constructor
_is
Disposed
basket
notional
ntd
Order
premium
Leg
premium
Rate
settle
Premium
Accrual
side
upfront
Rate
is
Disposed
dispose
validate