Class MarketModelExerciseValue

Hierarchy

MarketModelExerciseValue
- BermudanSwaptionExerciseValue
- NothingExerciseValue

Index

Methods

Methods

clone

clone(): MarketModelExerciseValue

- Defined in ql/models/marketmodels/callability/exercisevalue.ts:33
Returns MarketModelExerciseValue

evolution

evolution(): EvolutionDescription

- Defined in ql/models/marketmodels/callability/exercisevalue.ts:15
Returns EvolutionDescription

isExerciseTime

isExerciseTime(): boolean[]

- Defined in ql/models/marketmodels/callability/exercisevalue.ts:27
Returns boolean[]

nextStep

nextStep(cs: CurveState): void

- Defined in ql/models/marketmodels/callability/exercisevalue.ts:21
Parameters
- cs: CurveState
Returns void

numberOfExercises

numberOfExercises(): Size

- Defined in ql/models/marketmodels/callability/exercisevalue.ts:12
Returns Size

possibleCashFlowTimes

possibleCashFlowTimes(): Time[]

- Defined in ql/models/marketmodels/callability/exercisevalue.ts:18
Returns Time[]

reset

reset(): void

- Defined in ql/models/marketmodels/callability/exercisevalue.ts:24
Returns void

value

value(cs: CurveState): CashFlow

- Defined in ql/models/marketmodels/callability/exercisevalue.ts:30
Parameters
- cs: CurveState
Returns CashFlow