Class VariableChange

Hierarchy

VariableChange

Index

Constructors

constructor

Properties

Methods

value

Constructors

constructor

new VariableChange(f: UnaryFunction<Real, Real>, a: Real, b: Real, k: Real): VariableChange

- Defined in ql/cashflows/conundrumpricer.ts:1240
Parameters
- f: UnaryFunction<Real, Real>
- a: Real
- b: Real
- k: Real
Returns VariableChange

Properties

Private _a

_a: Real

Private _f

_f: UnaryFunction<Real, Real>

Private _k

_k: Size

Private _width

_width: Real

Methods

value

value(x: Real): Real

- Defined in ql/cashflows/conundrumpricer.ts:1248
Parameters
- x: Real
Returns Real