Class CalibrationPoint

Hierarchy

CalibrationPoint

Index

Properties

Properties

_annuity

_annuity: Real

_atm

_atm: Real

_isCaplet

_isCaplet: boolean

_maxRateDigital

_maxRateDigital: Real

_minRateDigital

_minRateDigital: Real

_paymentDates

_paymentDates: Date[]

_rawSmileSection

_rawSmileSection: SmileSection

_smileSection

_smileSection: SmileSection

_tenor

_tenor: Period

_yearFractions

_yearFractions: Real[]