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Class Results

Hierarchy

Index

Properties

Accessors

Methods

Properties

_isDisposed

_isDisposed: boolean = false

accrualRebateNPV

accrualRebateNPV: Real

additionalResults

additionalResults: Map<string, any> = new Map()

couponLegBPS

couponLegBPS: Real

couponLegNPV

couponLegNPV: Real

defaultLegNPV

defaultLegNPV: Real

errorEstimate

errorEstimate: Real

fairSpread

fairSpread: Rate

fairUpfront

fairUpfront: Rate

upfrontBPS

upfrontBPS: Real

upfrontNPV

upfrontNPV: Real

valuationDate

valuationDate: Date

value

value: Real

Accessors

isDisposed

  • get isDisposed(): boolean

  • Returns boolean

Methods

dispose

  • dispose(): void

  • Returns void

reset

  • reset(): void

  • Returns void