Hierarchy

  • FundingCurve

Index

Properties

adjustPrimeForCostOfFunds

adjustPrimeForCostOfFunds: boolean

cacheKey

cacheKey: string

capsAndFloorsMethod

capsAndFloorsMethod: CapsAndFloorsMethods

durations

fundingCurveId

fundingCurveId: string

fundingCurveSourceName

fundingCurveSourceName: string

fundingCurveType

fundingCurveType: FundingCurveTypes

interpolationMethod

interpolationMethod: InterpolationMethods

isActual360Under13Months

isActual360Under13Months: boolean

liquidityAdjustments

liquidityAdjustments: LiquidityAdjustment[]

maximumCapDuration

maximumCapDuration: number

primeAdjustment

primeAdjustment: number

unusedLineCostOption

unusedLineCostOption: UnusedLineCostOptions

unusedLineCostRate

unusedLineCostRate: number

unusedLineOpportunityCostLiquidityFactor

unusedLineOpportunityCostLiquidityFactor: number

unusedLineOpportunityCostTransferDuration

unusedLineOpportunityCostTransferDuration: number

volatilityEstimates

volatilityEstimates: VolatilityEstimate[]

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