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Class Arguments

Hierarchy

Index

Properties

Accessors

Methods

Properties

_isDisposed

_isDisposed: boolean = false

baseCPI

baseCPI: Real

fixCalendar

fixCalendar: Calendar

fixConvention

fixConvention: BusinessDayConvention

fixDate

fixDate: Date

infIndex

infIndex: Handle<ZeroInflationIndex>

maturity

maturity: Date

nominal

nominal: Real

observationInterpolation

observationInterpolation: InterpolationType

observationLag

observationLag: Period

payCalendar

payCalendar: Calendar

payConvention

payConvention: BusinessDayConvention

payDate

payDate: Date

startDate

startDate: Date

strike

strike: Rate

type

type: Type

Accessors

isDisposed

  • get isDisposed(): boolean

Methods

dispose

  • dispose(): void

  • Returns void

validate

  • validate(): void

  • Returns void