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Class Arguments

Hierarchy

Implemented by

Index

Properties

Accessors

Methods

Properties

_isDisposed

_isDisposed: boolean = false

accrualRebate

accrualRebate: CashFlow

claim

claim: Claim

leg

leg: Leg

maturity

maturity: Date

notional

notional: Real

paysAtDefaultTime

paysAtDefaultTime: boolean

protectionStart

protectionStart: Date

settlesAccrual

settlesAccrual: boolean

side

side: Side

spread

spread: Rate

upfront

upfront: Rate

upfrontPayment

upfrontPayment: CashFlow

Accessors

isDisposed

  • get isDisposed(): boolean

Methods

dispose

  • dispose(): void

  • Returns void

validate

  • validate(): void

  • Returns void