Class ObjectiveFunction

Hierarchy

ObjectiveFunction

Implements

UnaryFunction<Real, Real>

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new ObjectiveFunction(o: GFunctionWithShifts, Rs: Real): ObjectiveFunction

- Defined in ql/cashflows/conundrumpricer.ts:653
Parameters
- o: GFunctionWithShifts
- Rs: Real
Returns ObjectiveFunction

Properties

_Rs

_Rs: Real

_derivative

_derivative: Real

_o

_o: GFunctionWithShifts

Methods

d

d(x: Real): Real

- Defined in ql/cashflows/conundrumpricer.ts:687
Parameters
- x: Real
Returns Real

f

f(x: Real): Real

- Defined in ql/cashflows/conundrumpricer.ts:660
Parameters
- x: Real
Returns Real

gFunctionWithShifts

gFunctionWithShifts(): GFunctionWithShifts

- Defined in ql/cashflows/conundrumpricer.ts:695
Returns GFunctionWithShifts

setSwapRateValue

setSwapRateValue(x: Real): void

- Defined in ql/cashflows/conundrumpricer.ts:691
Parameters
- x: Real
Returns void