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quantlib.js
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Globals
"ql/cashflows/replication"
DigitalReplication
Class DigitalReplication
Hierarchy
DigitalReplication
Index
Constructors
constructor
Properties
_gap
_replication
Type
Methods
gap
replication
Type
Constructors
constructor
new
Digital
Replication
(
t
?:
Type
, gap
?:
Real
)
:
DigitalReplication
Parameters
Default value
t:
Type
= Replication.Type.Central
Default value
gap:
Real
= 0.0001
Returns
DigitalReplication
Properties
Private
_gap
_gap
:
Real
Private
_replication
Type
_replication
Type
:
Type
Methods
gap
gap
(
)
:
Real
Returns
Real
replication
Type
replication
Type
(
)
:
Type
Returns
Type
Globals
"ql/cashflows/replication"
Replication
Digital
Replication
constructor
_gap
_replication
Type
gap
replication
Type