Class CachedSwapKey

Hierarchy

CachedSwapKey

Index

Constructors

constructor

Properties

Methods

equal

Constructors

constructor

new CachedSwapKey(index: SwapIndex, fixing: Date, tenor: Period): CachedSwapKey

- Defined in ql/models/shortrate/onefactormodels/gaussian1dmodel.ts:432
Parameters
- index: SwapIndex
- fixing: Date
- tenor: Period
Returns CachedSwapKey

Properties

fixing

fixing: Date

index

index: SwapIndex

tenor

tenor: Period

Methods

equal

equal(o: CachedSwapKey): boolean

- Defined in ql/models/shortrate/onefactormodels/gaussian1dmodel.ts:443
Parameters
- o: CachedSwapKey
Returns boolean