Properties
Protected _endOfMonth
_endOfMonth: boolean
Protected _familyName
_familyName: string
_isDisposed
_isDisposed: boolean = false
Protected _name
_name: string
addFixings1
Type declaration
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Parameters
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Optional forceOverwrite: boolean
Returns void
addFixings2
add
Fixings2: (d: Date[], dBegin: Size, dEnd: Size, v: Real[], vBegin: Size, forceOverwrite?: boolean) => void
Type declaration
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- (d: Date[], dBegin: Size, dEnd: Size, v: Real[], vBegin: Size, forceOverwrite?: boolean): void
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Parameters
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d: Date[]
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Optional forceOverwrite: boolean
Returns void
checkNativeFixingsAllowed
checkNativeFixingsAllowed: () => void
clearFixings
clearFixings: () => void
deepUpdate
deepUpdate: () => void
dispose
dispose: () => void
isDisposed
isDisposed: boolean
notifyObservers
notifyObservers: () => void
registerWithObservables
register
WithObservables: (o: Observer) => voidunregisterObserver
unregister
Observer: (o: Observer) => voidunregisterWithAll
unregisterWithAll: () => void
overload to avoid date/time (re)calculation
This can be called with cached coupon dates (and it does give quite a performance boost to coupon calculations) but is potentially misleading: by passing the wrong dates, one can ask a 6-months index for a 1-year fixing.
For that reason, we're leaving this method private and we're declaring the IborCoupon class (which uses it) as a friend. Should the need arise, we might promote it to public, but before doing that I'd think hard whether we have any other way to get the same results.