Class PriceHelper

Hierarchy

PriceHelper

Implements

UnaryFunction<Real, Real>

Index

Constructors

constructor

Properties

Methods

f

Constructors

constructor

new PriceHelper(section: SmileSection, type: Type, targetVega: Real): PriceHelper

- Defined in ql/cashflows/lineartsrpricer.ts:649
Parameters
- section: SmileSection
- type: Type
- targetVega: Real
Returns PriceHelper

Properties

_section

_section: SmileSection

_targetVega

_targetVega: Real

_type

_type: Type

Methods

f

f(strike: Real): Real

- Defined in ql/cashflows/lineartsrpricer.ts:656
Parameters
- strike: Real
Returns Real