Options
All
  • Public
  • Public/Protected
  • All
Menu

Class ForwardSwapQuote

Hierarchy

Implements

Index

Constructors

Properties

Methods

Constructors

constructor

Properties

_alwaysForward

_alwaysForward: boolean = false

_calculated

_calculated: boolean = false

Protected _evaluationDate

_evaluationDate: Date

Protected _fixingDate

_fixingDate: Date

_frozen

_frozen: boolean = false

Protected _fwdStart

_fwdStart: Period

_isDisposed

_isDisposed: false

_observables

_observables: Set<Observable> = new Set()

_observers

_observers: Set<Observer> = new Set()

Protected _result

_result: Rate

Protected _spread

_spread: Handle<Quote>

Protected _startDate

_startDate: Date

Protected _swap

_swap: VanillaSwap

Protected _swapIndex

_swapIndex: SwapIndex

Protected _valueDate

_valueDate: Date

alwaysForwardNotifications

alwaysForwardNotifications: () => void

Type declaration

    • (): void

    • Returns void

calculate

calculate: () => void

Type declaration

    • (): void

    • Returns void

deepUpdate

deepUpdate: () => void

Type declaration

    • (): void

    • Returns void

dispose

dispose: () => void

Type declaration

    • (): void

    • Returns void

freeze

freeze: () => void

Type declaration

    • (): void

    • Returns void

isDisposed

isDisposed: false

notifyObservers

notifyObservers: () => void

Type declaration

    • (): void

    • Returns void

recalculate

recalculate: () => void

Type declaration

    • (): void

    • Returns void

registerObserver

registerObserver: (o: Observer) => void

Type declaration

registerWith

registerWith: (h: Observable) => void

Type declaration

registerWithObservables

registerWithObservables: (o: Observer) => void

Type declaration

unfreeze

unfreeze: () => void

Type declaration

    • (): void

    • Returns void

unregisterObserver

unregisterObserver: (o: Observer) => void

Type declaration

unregisterWith

unregisterWith: (h: Observable) => Size

Type declaration

unregisterWithAll

unregisterWithAll: () => void

Type declaration

    • (): void

    • Returns void

Methods

fixingDate

  • fixingDate(): Date

  • Returns Date

Protected initializeDates

  • initializeDates(): void

  • Returns void

isValid

  • isValid(): boolean

performCalculations

  • performCalculations(): void

startDate

  • startDate(): Date

  • Returns Date

update

  • update(): void

value

valueDate

  • valueDate(): Date

  • Returns Date