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Class Arguments

Arguments for simple swap calculation

Hierarchy

Index

Constructors

Properties

Accessors

Methods

Constructors

constructor

  • Returns Arguments

Properties

_isDisposed

_isDisposed: boolean = false

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[]

legs

legs: Leg[] = []

nominal

nominal: Real

payer

payer: Real[] = []

type

type: Type

Accessors

isDisposed

  • get isDisposed(): boolean

Methods

dispose

  • dispose(): void

validate

  • validate(): void