Class TermStructureConsistentModel

Term-structure consistent model class

This is a base class for models that can reprice exactly any discount bond.

Hierarchy

Observable
- TermStructureConsistentModel

Implemented by

Index

Constructors

constructor

Properties

Accessors

isDisposed

Methods

Constructors

constructor

new TermStructureConsistentModel(): TermStructureConsistentModel

Inherited from Observable.constructor
- Defined in ql/patterns/observable.ts:11
Returns TermStructureConsistentModel

Properties

_isDisposed

_isDisposed: boolean = false

_observers

_observers: Set<Observer>

_termStructure

_termStructure: Handle<YieldTermStructure>

Accessors

isDisposed

get isDisposed(): boolean

Inherited from Observable.isDisposed
- Defined in ql/patterns/observable.ts:58
Returns boolean

Methods

dispose

dispose(): void

Inherited from Observable.dispose
- Defined in ql/patterns/observable.ts:62
Returns void

notifyObservers

notifyObservers(): void

Inherited from Observable.notifyObservers
- Defined in ql/patterns/observable.ts:20
This method should be called at the end of non-const methods or when the programmer desires to notify any changes.

Returns void

registerObserver

registerObserver(o: Observer): void

Inherited from Observable.registerObserver
- Defined in ql/patterns/observable.ts:50
Parameters
- o: Observer
Returns void

tcmInit

tcmInit(termStructure: Handle<YieldTermStructure>): TermStructureConsistentModel

- Defined in ql/models/model.ts:62
Parameters
- termStructure: Handle<YieldTermStructure>
Returns TermStructureConsistentModel

termStructure

termStructure(): Handle<YieldTermStructure>

- Defined in ql/models/model.ts:68
Returns Handle<YieldTermStructure>

unregisterObserver

unregisterObserver(o: Observer): void

Inherited from Observable.unregisterObserver
- Defined in ql/patterns/observable.ts:54
Parameters
- o: Observer
Returns void