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Class Arguments

Hierarchy

Implements

Index

Constructors

Properties

Methods

Constructors

constructor

  • Returns Arguments

Properties

_isDisposed

_isDisposed: boolean = false

dispose

dispose: () => void

Type declaration

    • (): void

    • Returns void

exercise

exercise: Exercise

fixedCoupons

fixedCoupons: Real[] = []

fixedPayDates

fixedPayDates: Date[] = []

fixedResetDates

fixedResetDates: Date[] = []

floatingAccrualTimes

floatingAccrualTimes: Time[] = []

floatingCoupons

floatingCoupons: Real[] = []

floatingFixingDates

floatingFixingDates: Date[] = []

floatingPayDates

floatingPayDates: Date[] = []

floatingResetDates

floatingResetDates: Date[] = []

floatingSpreads

floatingSpreads: Spread[] = []

isDisposed

isDisposed: boolean

legs

legs: Leg[] = []

nominal

nominal: Real

payer

payer: Real[] = []

payoff

payoff: Payoff

settlementMethod

settlementMethod: Method

settlementType

settlementType: Type

swap

swap: VanillaSwap

type

type: Type

Methods

validate

  • validate(): void