Properties
_absoluteVolatility
_absoluteVolatility: number
_capFloorSpread
_capFloorSpread: number
_capsAndFloorsMethod
_capsAndFloorsMethod: number
_expectedRate
_expectedRate: number
_expectedRateShift
_expectedRateShift: number
_implicitZeroConstrainedRate
_implicitZeroConstrainedRate: number
_indexScalingSpread
_indexScalingSpread: number
_isCapInTheMoney
_isCapInTheMoney: boolean
_isFloorInTheMoney
_isFloorInTheMoney: boolean
_nominalRate
_nominalRate: number
Optional _priorMonthConstrainedRate
_unconstrainedRate
_unconstrainedRate: number