Class VegaRatioHelper

Hierarchy

VegaRatioHelper

Implements

UnaryFunction<Real, Real>

Index

Constructors

constructor

Properties

Methods

f

Constructors

constructor

new VegaRatioHelper(section: SmileSection, targetVega: Real): VegaRatioHelper

- Defined in ql/cashflows/lineartsrpricer.ts:635
Parameters
- section: SmileSection
- targetVega: Real
Returns VegaRatioHelper

Properties

_section

_section: SmileSection

_targetVega

_targetVega: Real

Methods

f

f(strike: Real): Real

- Defined in ql/cashflows/lineartsrpricer.ts:641
Parameters
- strike: Real
Returns Real