Class NothingExerciseValue

Hierarchy

MarketModelExerciseValue
- NothingExerciseValue

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new NothingExerciseValue(rateTimes: Time[], isExerciseTime?: boolean[]): NothingExerciseValue

- Defined in ql/models/marketmodels/callability/nothingexercisevalue.ts:14
Parameters
- rateTimes: Time[]
- Default value isExerciseTime: boolean[] = []
Returns NothingExerciseValue

Properties

Private _cf

Private _currentIndex

_currentIndex: Size

Private _evolution

_evolution: EvolutionDescription

Private _isExerciseTime

_isExerciseTime: boolean[]

Private _numberOfExercises

_numberOfExercises: Size

Private _rateTimes

_rateTimes: Time[]

Methods

clone

clone(): MarketModelExerciseValue

Overrides MarketModelExerciseValue.clone
- Defined in ql/models/marketmodels/callability/nothingexercisevalue.ts:78
Returns MarketModelExerciseValue

evolution

evolution(): EvolutionDescription

Overrides MarketModelExerciseValue.evolution
- Defined in ql/models/marketmodels/callability/nothingexercisevalue.ts:53
Returns EvolutionDescription

isExerciseTime

isExerciseTime(): boolean[]

Overrides MarketModelExerciseValue.isExerciseTime
- Defined in ql/models/marketmodels/callability/nothingexercisevalue.ts:70
Returns boolean[]

nextStep

nextStep(state: CurveState): void

Overrides MarketModelExerciseValue.nextStep
- Defined in ql/models/marketmodels/callability/nothingexercisevalue.ts:65
Parameters
- state: CurveState
Returns void

numberOfExercises

numberOfExercises(): Size

Overrides MarketModelExerciseValue.numberOfExercises
- Defined in ql/models/marketmodels/callability/nothingexercisevalue.ts:49
Returns Size

possibleCashFlowTimes

possibleCashFlowTimes(): Time[]

Overrides MarketModelExerciseValue.possibleCashFlowTimes
- Defined in ql/models/marketmodels/callability/nothingexercisevalue.ts:57
Returns Time[]

reset

reset(): void

Overrides MarketModelExerciseValue.reset
- Defined in ql/models/marketmodels/callability/nothingexercisevalue.ts:61
Returns void

value

value(cs: CurveState): CashFlow

Overrides MarketModelExerciseValue.value
- Defined in ql/models/marketmodels/callability/nothingexercisevalue.ts:74
Parameters
- cs: CurveState
Returns CashFlow