External module "ql/experimental/amortizingbonds/amortizingfixedratebond"

Index

Classes

AmortizingFixedRateBond

Interfaces

byRef

Functions

Functions

daysMinMax

daysMinMax(p: Period): [Integer, Integer]

- Defined in ql/experimental/amortizingbonds/amortizingfixedratebond.ts:101
Parameters
- p: Period
Returns [Integer, Integer]

isSubPeriod

isSubPeriod(subPeriod: Period, superPeriod: Period, byref: byRef): boolean

- Defined in ql/experimental/amortizingbonds/amortizingfixedratebond.ts:121
Parameters
- subPeriod: Period
- superPeriod: Period
- byref: byRef
Returns boolean

sinkingNotionals

sinkingNotionals(maturityTenor: Period, sinkingFrequency: Frequency, couponRate: Rate, initialNotional: Real): Real[]

- Defined in ql/experimental/amortizingbonds/amortizingfixedratebond.ts:162
Parameters
- maturityTenor: Period
- sinkingFrequency: Frequency
- couponRate: Rate
- initialNotional: Real
Returns Real[]

sinkingSchedule

sinkingSchedule(startDate: Date, maturityTenor: Period, sinkingFrequency: Frequency, paymentCalendar: Calendar): Schedule

- Defined in ql/experimental/amortizingbonds/amortizingfixedratebond.ts:149
Parameters
- startDate: Date
- maturityTenor: Period
- sinkingFrequency: Frequency
- paymentCalendar: Calendar
Returns Schedule