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Class ISDA_Impl

Hierarchy

Index

Constructors

Accessors

Methods

Constructors

constructor

Accessors

isDisposed

  • get isDisposed(): boolean

  • Returns boolean

Methods

dayCount

  • dayCount(d1: Date, d2: Date): number

  • Parameters

    • d1: Date
    • d2: Date

    Returns number

dispose

  • dispose(): void

  • Returns void

name

  • name(): string

  • Returns string

yearFraction

  • yearFraction(d1: Date, d2: Date, refPeriodStart: Date, refPeriodEnd: Date): Time

  • Parameters

    • d1: Date
    • d2: Date
    • refPeriodStart: Date
    • refPeriodEnd: Date

    Returns Time