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Class Results

Hierarchy

Index

Properties

Accessors

Methods

Properties

_isDisposed

_isDisposed: boolean = false

additionalResults

additionalResults: Map<string, any> = new Map()

error

error: Real

errorEstimate

errorEstimate: Real

expectedTrancheLoss

expectedTrancheLoss: Real[]

premiumValue

premiumValue: Real

protectionValue

protectionValue: Real

remainingNotional

remainingNotional: Real

upfrontPremiumValue

upfrontPremiumValue: Real

valuationDate

valuationDate: Date

value

value: Real

xMax

xMax: Real

xMin

xMin: Real

Accessors

isDisposed

  • get isDisposed(): boolean

  • Returns boolean

Methods

dispose

  • dispose(): void

  • Returns void

reset

  • reset(): void

  • Returns void