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Hierarchy

Index

Constructors

constructor

  • Parameters

    • rateTimes: Time[]
    • exerciseTimes: Time[]

    Returns SwapForwardBasisSystem

Properties

Private _currentIndex

_currentIndex: Size

Private _evolution

Private _exerciseTimes

_exerciseTimes: Time[]

Private _rateIndex

_rateIndex: Size[]

Private _rateTimes

_rateTimes: Time[]

Methods

clone

evolution

isExerciseTime

  • isExerciseTime(): boolean[]

nextStep

numberOfData

  • numberOfData(): Size[]

numberOfExercises

  • numberOfExercises(): Size

numberOfFunctions

  • numberOfFunctions(): Size[]

reset

  • reset(): void

values