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Class AffineModel

Affine model class

Base class for analytically tractable models.

Hierarchy

Implemented by

Index

Constructors

Properties

Accessors

Methods

Constructors

constructor

Properties

_isDisposed

_isDisposed: boolean = false

_observers

_observers: Set<Observer>

Accessors

isDisposed

  • get isDisposed(): boolean

Methods

discount

discountBond1

  • Parameters

    Returns Real

discountBondOption1

  • Parameters

    Returns Real

discountBondOption2

  • Parameters

    Returns Real

dispose

  • dispose(): void

  • Returns void

notifyObservers

  • notifyObservers(): void

  • This method should be called at the end of non-const methods or when the programmer desires to notify any changes.

    Returns void

registerObserver

unregisterObserver