Interface FundingCurve

Hierarchy

  • FundingCurve

Index

Properties

Properties

adjustPrimeForCostOfFunds

adjustPrimeForCostOfFunds: boolean

capsAndFloorsMethod

capsAndFloorsMethod: number

created

created: string

durations

durations: Duration[]

fundingCurveDate

fundingCurveDate: string

fundingCurveFamilyForFixedRateSpreadLock

fundingCurveFamilyForFixedRateSpreadLock: number

fundingCurveSource

fundingCurveSource: FundingCurveSource

hasTermAdjustments

hasTermAdjustments: boolean

id

id: string

interpolationMethod

interpolationMethod: number

isValidated

isValidated: boolean

lastModified

lastModified: string

liquidityAdjustments

liquidityAdjustments: LiquidityAdjustment[]

Optional maximumCapDuration

maximumCapDuration: any

primeAdjustment

primeAdjustment: number

source

source: string

unusedLineCostOption

unusedLineCostOption: number

unusedLineCostRate

unusedLineCostRate: number

unusedLineOpportunityCostLiquidityFactor

unusedLineOpportunityCostLiquidityFactor: number

unusedLineOpportunityCostTransferDuration

unusedLineOpportunityCostTransferDuration: number

volatilityEstimates

volatilityEstimates: VolatilityEstimate[]

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