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Class DeltaVolQuote

Class for the quotation of delta vs vol.

It includes the various delta quotation types in FX markets as well as ATM types.

Hierarchy

Implements

Index

Enumerations

Properties

Methods

Properties

Private _atmType

_atmType: AtmType

Private _delta

_delta: Real

Private _deltaType

_deltaType: DeltaType

_isDisposed

_isDisposed: boolean = false

Private _maturity

_maturity: Time

_observables

_observables: Set<Observable> = new Set()

_observers

_observers: Set<Observer> = new Set()

Private _vol

_vol: Handle<Quote>

deepUpdate

deepUpdate: () => void

Type declaration

    • (): void

    • Returns void

dispose

dispose: () => void

Type declaration

    • (): void

    • Returns void

isDisposed

isDisposed: boolean

notifyObservers

notifyObservers: () => void

Type declaration

    • (): void

    • Returns void

registerObserver

registerObserver: (o: Observer) => void

Type declaration

registerWith

registerWith: (h: Observable) => void

Type declaration

registerWithObservables

registerWithObservables: (o: Observer) => void

Type declaration

unregisterObserver

unregisterObserver: (o: Observer) => void

Type declaration

unregisterWith

unregisterWith: (h: Observable) => Size

Type declaration

unregisterWithAll

unregisterWithAll: () => void

Type declaration

    • (): void

    • Returns void

Methods

atmType

  • Returns AtmType

delta

  • Returns Real

deltaType

  • Returns DeltaType

init1

init2

isValid

  • isValid(): boolean

maturity

  • Returns Time

update

  • update(): void

  • Returns void

value