Interface InterpolationResults

Hierarchy

  • InterpolationResults

Index

Properties

Properties

Optional forwardRateInterpolationResult

forwardRateInterpolationResult: InterpolationResultsEntityOrForwardRateInterpolationResultEntity[] | null

forwardRatesCurveId

forwardRatesCurveId: string

fundingCurveId

fundingCurveId: string

Optional interpolationResults

interpolationResults: InterpolationResultsEntityOrForwardRateInterpolationResultEntity[] | null

liquidityPremiumLookup

liquidityPremiumLookup: VolatilityEstimateLookupOrLiquidityPremiumLookup

Optional orderedLiquidityPremia

orderedLiquidityPremia: null[] | null

volatilityEstimateLookup

volatilityEstimateLookup: VolatilityEstimateLookupOrLiquidityPremiumLookup

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