Properties
adjustPrimeForCostOfFunds
adjustPrimeForCostOfFunds: boolean
cacheKey
cacheKey: string
capsAndFloorsMethod
capsAndFloorsMethod: number
fundingCurveId
fundingCurveId: string
fundingCurveSourceName
fundingCurveSourceName: string
fundingCurveType
fundingCurveType: number
interpolationMethod
interpolationMethod: number
isActual360Under13Months
isActual360Under13Months: boolean
Optional liquidityAdjustments
liquidityAdjustments: any[]
Optional maximumCapDuration
maximumCapDuration: any
primeAdjustment
primeAdjustment: number
unusedLineOpportunityCostLiquidityFactor
unusedLineOpportunityCostLiquidityFactor: number
unusedLineOpportunityCostTransferDuration
unusedLineOpportunityCostTransferDuration: number
Optional volatilityEstimates
volatilityEstimates: any[]