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Class Arguments

basic option arguments

Hierarchy

Implements

Index

Constructors

Properties

Accessors

Methods

Constructors

constructor

  • Returns Arguments

Properties

_isDisposed

_isDisposed: boolean = false

exercise

exercise: Exercise

index1

index1: InterestRateIndex

index2

index2: InterestRateIndex

leg1AccrualTimes

leg1AccrualTimes: Real[]

leg1CappedRates

leg1CappedRates: Real[]

leg1Coupons

leg1Coupons: Real[]

leg1FixingDates

leg1FixingDates: Date[]

leg1FlooredRates

leg1FlooredRates: Real[]

leg1Gearings

leg1Gearings: Real[]

leg1IsRedemptionFlow

leg1IsRedemptionFlow: boolean[]

leg1PayDates

leg1PayDates: Date[]

leg1ResetDates

leg1ResetDates: Date[]

leg1Spreads

leg1Spreads: Real[]

leg2AccrualTimes

leg2AccrualTimes: Real[]

leg2CappedRates

leg2CappedRates: Real[]

leg2Coupons

leg2Coupons: Real[]

leg2FixingDates

leg2FixingDates: Date[]

leg2FlooredRates

leg2FlooredRates: Real[]

leg2Gearings

leg2Gearings: Real[]

leg2IsRedemptionFlow

leg2IsRedemptionFlow: boolean[]

leg2PayDates

leg2PayDates: Date[]

leg2ResetDates

leg2ResetDates: Date[]

leg2Spreads

leg2Spreads: Real[]

legs

legs: Leg[]

nominal1

nominal1: Real[]

nominal2

nominal2: Real[]

payer

payer: Real[]

payoff

payoff: Payoff

settlementMethod

settlementMethod: Method

settlementType

settlementType: Type

swap

swap: FloatFloatSwap

type

type: Type

Accessors

isDisposed

  • get isDisposed(): boolean

Methods

dispose

  • dispose(): void

validate

  • validate(): void