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quantlib.js
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Globals
"ql/cashflows/conundrumpricer"
GFunction
Class GFunction
Hierarchy
GFunction
GFunctionStandard
GFunctionExactYield
GFunctionWithShifts
Implements
UnaryFunction
<
Real
,
Real
>
Index
Methods
f
first
Derivative
second
Derivative
Methods
f
f
(
x
:
Real
)
:
Real
Parameters
x:
Real
Returns
Real
first
Derivative
first
Derivative
(
x
:
Real
)
:
Real
Parameters
x:
Real
Returns
Real
second
Derivative
second
Derivative
(
x
:
Real
)
:
Real
Parameters
x:
Real
Returns
Real
Globals
"ql/cashflows/conundrumpricer"
Analytic
Hagan
Pricer
Black
Vanilla
Option
Pricer
GFunction
f
first
Derivative
second
Derivative
GFunction
Factory
Hagan
Pricer
Numeric
Hagan
Pricer
Vanilla
Option
Pricer
Variable
Change