Hierarchy

  • FundingCurve

Index

Properties

adjustPrimeForCostOfFunds

adjustPrimeForCostOfFunds: boolean

cacheKey

cacheKey: string

capsAndFloorsMethod

capsAndFloorsMethod: number

durations

durations: Duration[]

fundingCurveId

fundingCurveId: string

fundingCurveSourceName

fundingCurveSourceName: string

fundingCurveType

fundingCurveType: number

interpolationMethod

interpolationMethod: number

isActual360Under13Months

isActual360Under13Months: boolean

liquidityAdjustments

liquidityAdjustments: any[]

Optional maximumCapDuration

maximumCapDuration: any

primeAdjustment

primeAdjustment: number

unusedLineOpportunityCostLiquidityFactor

unusedLineOpportunityCostLiquidityFactor: number

unusedLineOpportunityCostTransferDuration

unusedLineOpportunityCostTransferDuration: number

volatilityEstimates

volatilityEstimates: any[]

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