Class Arguments

Hierarchy

Arguments
- Arguments

Index

Constructors

constructor

Properties

Accessors

isDisposed

Methods

Constructors

constructor

new Arguments(): Arguments

- Defined in ql/instruments/yearonyearinflationswap.ts:302
Returns Arguments

Properties

_isDisposed

_isDisposed: boolean = false

fixedCoupons

fixedCoupons: Real[]

fixedPayDates

fixedPayDates: Date[]

fixedResetDates

fixedResetDates: Date[]

legs

legs: Leg[] = []

nominal

nominal: Real

payer

payer: Real[] = []

type

type: Type

yoyAccrualTimes

yoyAccrualTimes: Time[]

yoyCoupons

yoyCoupons: Real[]

yoyFixingDates

yoyFixingDates: Date[]

yoyPayDates

yoyPayDates: Date[]

yoyResetDates

yoyResetDates: Date[]

yoySpreads

yoySpreads: Spread[]

Accessors

isDisposed

get isDisposed(): boolean

Inherited from Arguments.isDisposed

Overrides Arguments.isDisposed
- Defined in ql/pricingengine.ts:33
Returns boolean

Methods

dispose

dispose(): void

Inherited from Arguments.dispose

Overrides Arguments.dispose
- Defined in ql/pricingengine.ts:37
Returns void

validate

validate(): void

Overrides Arguments.validate
- Defined in ql/instruments/swap.ts:267
Returns void