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Class Results

Hierarchy

Index

Properties

Accessors

Methods

Properties

_isDisposed

_isDisposed: boolean = false

additionalResults

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

endDiscounts

endDiscounts: DiscountFactor[] = []

errorEstimate

errorEstimate: Real

fairCleanPrice

fairCleanPrice: Real

fairNonParRepayment

fairNonParRepayment: Real

fairSpread

fairSpread: Spread

legBPS

legBPS: Real[] = []

legNPV

legNPV: Real[] = []

npvDateDiscount

npvDateDiscount: DiscountFactor

startDiscounts

startDiscounts: DiscountFactor[] = []

valuationDate

valuationDate: Date

value

value: Real

Accessors

isDisposed

  • get isDisposed(): boolean

Methods

dispose

  • dispose(): void

reset

  • reset(): void

  • Returns void