External module "ql/pricingengines/swaption/discretizedswaption"

Index

Classes

DiscretizedSwaption

Functions

Functions

withinNextWeek

withinNextWeek(d1: Date, d2: Date): boolean

- Defined in ql/pricingengines/swaption/discretizedswaption.ts:79
Parameters
- d1: Date
- d2: Date
Returns boolean

withinPreviousWeek

withinPreviousWeek(d1: Date, d2: Date): boolean

- Defined in ql/pricingengines/swaption/discretizedswaption.ts:74
Parameters
- d1: Date
- d2: Date
Returns boolean