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"ql/instruments/bond/btp"
RendistatoBasket
Class RendistatoBasket
Hierarchy
ObserverObservable
RendistatoBasket
Implements
Observer
Observable
Index
Constructors
constructor
Properties
_btps
_is
Disposed
_n
_observables
_observers
_outstanding
_outstandings
_quotes
_weights
dispose
is
Disposed
notify
Observers
register
Observer
register
With
register
With
Observables
unregister
Observer
unregister
With
unregister
With
All
Methods
btps
clean
Price
Quotes
deep
Update
outstanding
outstandings
size
update
weights
Constructors
constructor
new
Rendistato
Basket
(
btps
:
BTP
[]
, outstandings
:
Real
[]
, cleanPriceQuotes
:
Array
<
Handle
<
Quote
>
>
)
:
RendistatoBasket
Parameters
btps:
BTP
[]
outstandings:
Real
[]
cleanPriceQuotes:
Array
<
Handle
<
Quote
>
>
Returns
RendistatoBasket
Properties
Private
_btps
_btps
:
BTP
[]
_is
Disposed
_is
Disposed
:
boolean
= false
Private
_n
_n
:
Size
_observables
_observables
:
Set
<
Observable
>
= new Set()
_observers
_observers
:
Set
<
Observer
>
= new Set()
Private
_outstanding
_outstanding
:
Real
Private
_outstandings
_outstandings
:
Real
[]
Private
_quotes
_quotes
:
Array
<
Handle
<
Quote
>
>
Private
_weights
_weights
:
Real
[]
dispose
dispose
:
(
)
=>
void
Type declaration
(
)
:
void
Returns
void
is
Disposed
is
Disposed
:
boolean
notify
Observers
notify
Observers
:
(
)
=>
void
Type declaration
(
)
:
void
Returns
void
register
Observer
register
Observer
:
(
o
:
Observer
)
=>
void
Type declaration
(
o
:
Observer
)
:
void
Parameters
o:
Observer
Returns
void
register
With
register
With
:
(
h
:
Observable
)
=>
void
Type declaration
(
h
:
Observable
)
:
void
Parameters
h:
Observable
Returns
void
register
With
Observables
register
With
Observables
:
(
o
:
Observer
)
=>
void
Type declaration
(
o
:
Observer
)
:
void
Parameters
o:
Observer
Returns
void
unregister
Observer
unregister
Observer
:
(
o
:
Observer
)
=>
void
Type declaration
(
o
:
Observer
)
:
void
Parameters
o:
Observer
Returns
void
unregister
With
unregister
With
:
(
h
:
Observable
)
=>
Size
Type declaration
(
h
:
Observable
)
:
Size
Parameters
h:
Observable
Returns
Size
unregister
With
All
unregister
With
All
:
(
)
=>
void
Type declaration
(
)
:
void
Returns
void
Methods
btps
btps
(
)
:
BTP
[]
Returns
BTP
[]
clean
Price
Quotes
clean
Price
Quotes
(
)
:
Array
<
Handle
<
Quote
>
>
Returns
Array
<
Handle
<
Quote
>
>
deep
Update
deep
Update
(
)
:
void
Returns
void
outstanding
outstanding
(
)
:
Real
Returns
Real
outstandings
outstandings
(
)
:
Real
[]
Returns
Real
[]
size
size
(
)
:
Size
Returns
Size
update
update
(
)
:
void
Returns
void
weights
weights
(
)
:
Real
[]
Returns
Real
[]
Globals
"ql/instruments/bond/btp"
BTP
CCTEU
Rendistato
Basket
constructor
_btps
_is
Disposed
_n
_observables
_observers
_outstanding
_outstandings
_quotes
_weights
dispose
is
Disposed
notify
Observers
register
Observer
register
With
register
With
Observables
unregister
Observer
unregister
With
unregister
With
All
btps
clean
Price
Quotes
deep
Update
outstanding
outstandings
size
update
weights
Rendistato
Calculator
Rendistato
Equivalent
Swap
Length
Quote
Rendistato
Equivalent
Swap
Spread
Quote