Class FaceValueAccrualClaim

Hierarchy

Claim
- FaceValueAccrualClaim

Implements

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new FaceValueAccrualClaim(referenceSecurity: Bond): FaceValueAccrualClaim

- Defined in ql/instruments/claim.ts:27
Parameters
- referenceSecurity: Bond
Returns FaceValueAccrualClaim

Properties

_isDisposed

_isDisposed: boolean = false

_observables

_observables: Set<Observable> = new Set()

_observers

_observers: Set<Observer> = new Set()

Private _referenceSecurity

_referenceSecurity: Bond

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

- (o: Observer): void
- Parameters
  - o: Observer
  Returns void

registerWith

registerWith: (h: Observable) => void

Type declaration

- (h: Observable): void
- Parameters
  - h: Observable
  Returns void

registerWithObservables

registerWithObservables: (o: Observer) => void

Type declaration

- (o: Observer): void
- Parameters
  - o: Observer
  Returns void

unregisterObserver

unregisterObserver: (o: Observer) => void

Type declaration

- (o: Observer): void
- Parameters
  - o: Observer
  Returns void

unregisterWith

unregisterWith: (h: Observable) => Size

Type declaration

- (h: Observable): Size
- Parameters
  - h: Observable
  Returns Size

unregisterWithAll

unregisterWithAll: () => void

Type declaration

- (): void
- Returns void

Methods

amount

amount(d: Date, notional: Real, recoveryRate: Real): Real

Overrides Claim.amount
- Defined in ql/instruments/claim.ts:34
Parameters
- d: Date
- notional: Real
- recoveryRate: Real
Returns Real

deepUpdate

deepUpdate(): void

Inherited from ObserverObservable.deepUpdate
- Defined in mixins/ql/patterns/observerobservable.ts:23
Returns void

update

update(): void

Inherited from Claim.update

Overrides ObserverObservable.update
- Defined in ql/instruments/claim.ts:16
Returns void