Class GFunctionStandard

Hierarchy

GFunction
- GFunctionStandard

Implements

UnaryFunction<Real, Real>

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new GFunctionStandard(q: Size, delta: Real, swapLength: Size): GFunctionStandard

- Defined in ql/cashflows/conundrumpricer.ts:114
Parameters
- q: Size
- delta: Real
- swapLength: Size
Returns GFunctionStandard

Properties

Protected _delta

_delta: Real

Protected _q

Protected _swapLength

_swapLength: Size

Methods

f

f(x: Real): Real

Overrides GFunction.f
- Defined in ql/cashflows/conundrumpricer.ts:119
Parameters
- x: Real
Returns Real

firstDerivative

firstDerivative(x: Real): Real

Overrides GFunction.firstDerivative
- Defined in ql/cashflows/conundrumpricer.ts:125
Parameters
- x: Real
Returns Real

secondDerivative

secondDerivative(x: Real): Real

Overrides GFunction.secondDerivative
- Defined in ql/cashflows/conundrumpricer.ts:140
Parameters
- x: Real
Returns Real