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quantlib.js

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"ql/experimental/averageois/arithmeticaverageois"
ArithmeticAverageOIS
Type

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Payer
Receiver

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Payer

Payer: = 1

Defined in ql/experimental/averageois/arithmeticaverageois.ts:231

Receiver

Receiver: = -1

Defined in ql/experimental/averageois/arithmeticaverageois.ts:231

Globals
"ql/experimental/averageois/arithmeticaverageois"

ArithmeticAverageOIS
- Type
  - Payer
  - Receiver

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