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Class Arguments

Hierarchy

Index

Constructors

Properties

Accessors

Methods

Constructors

constructor

  • Returns Arguments

Properties

_isDisposed

_isDisposed: boolean = false

accrualTimes

accrualTimes: Time[]

capRates

capRates: Rate[]

fixingDates

fixingDates: Date[]

floorRates

floorRates: Rate[]

gearings

gearings: Real[]

index

index: YoYInflationIndex

nominals

nominals: Real[]

observationLag

observationLag: Period

payDates

payDates: Date[]

spreads

spreads: Real[]

startDates

startDates: Date[]

type

type: Type

Accessors

isDisposed

  • get isDisposed(): boolean

Methods

dispose

  • dispose(): void

  • Returns void

validate

  • validate(): void

  • Returns void