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Hierarchy

Index

Constructors

constructor

  • Returns Arguments

Properties

_isDisposed

_isDisposed: boolean = false

accruedCoupon

accruedCoupon: Real

exercise

exercise: Exercise

globalCap

globalCap: Real

globalFloor

globalFloor: Real

lastFixing

lastFixing: Real

localCap

localCap: Real

localFloor

localFloor: Real

payoff

payoff: Payoff

resetDates

resetDates: Date[]

Accessors

isDisposed

  • get isDisposed(): boolean

Methods

dispose

  • dispose(): void

validate

  • validate(): void