Class GFunctionExactYield

Hierarchy

GFunction
- GFunctionExactYield

Implements

UnaryFunction<Real, Real>

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new GFunctionExactYield(coupon: CmsCoupon): GFunctionExactYield

- Defined in ql/cashflows/conundrumpricer.ts:181
Parameters
- coupon: CmsCoupon
Returns GFunctionExactYield

Properties

Protected _accruals

_accruals: Time[]

Protected _delta

_delta: Real

Methods

f

f(x: Real): Real

Overrides GFunction.f
- Defined in ql/cashflows/conundrumpricer.ts:215
Parameters
- x: Real
Returns Real

firstDerivative

firstDerivative(x: Real): Real

Overrides GFunction.firstDerivative
- Defined in ql/cashflows/conundrumpricer.ts:224
Parameters
- x: Real
Returns Real

secondDerivative

secondDerivative(x: Real): Real

Overrides GFunction.secondDerivative
- Defined in ql/cashflows/conundrumpricer.ts:247
Parameters
- x: Real
Returns Real