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Hierarchy

Index

Constructors

constructor

  • Returns Arguments

Properties

_isDisposed

_isDisposed: boolean = false

averageType

averageType: Type

exercise

exercise: Exercise

fixingDates

fixingDates: Date[]

pastFixings

pastFixings: Size

payoff

payoff: Payoff

runningAccumulator

runningAccumulator: Real

Accessors

isDisposed

  • get isDisposed(): boolean

Methods

dispose

  • dispose(): void

validate

  • validate(): void