Class Arguments

Hierarchy

Arguments
- Arguments

Index

Constructors

constructor

Properties

Accessors

isDisposed

Methods

Constructors

constructor

new Arguments(): Arguments

- Defined in ql/experimental/credit/syntheticcdoengine.ts:18
Returns Arguments

Properties

_isDisposed

_isDisposed: boolean = false

basket

basket: Basket

dayCounter

dayCounter: DayCounter

leverageFactor

leverageFactor: Real

normalizedLeg

normalizedLeg: Leg

paymentConvention

paymentConvention: BusinessDayConvention

runningRate

runningRate: Rate

side

side: Side

upfrontRate

upfrontRate: Rate

Accessors

isDisposed

get isDisposed(): boolean

Inherited from Arguments.isDisposed
- Defined in ql/pricingengine.ts:33
Returns boolean

Methods

dispose

dispose(): void

Inherited from Arguments.dispose
- Defined in ql/pricingengine.ts:37
Returns void

validate

validate(): void

Overrides Arguments.validate
- Defined in ql/experimental/credit/syntheticcdoengine.ts:26
Returns void