Class alpha_adapter

Hierarchy

alpha_adapter

Implements

UnaryFunction<Real, Real>

Index

Constructors

constructor

Properties

q
r

Methods

f

Constructors

constructor

new alpha_adapter(process: GeneralizedBlackScholesProcess): alpha_adapter

- Defined in ql/experimental/barrieroption/perturbativebarrieroptionengine.ts:124
Parameters
- process: GeneralizedBlackScholesProcess
Returns alpha_adapter

Properties

q

q: YieldTermStructure

r

r: YieldTermStructure

Methods

f

f(t: Real): Real

- Defined in ql/experimental/barrieroption/perturbativebarrieroptionengine.ts:130
Parameters
- t: Real
Returns Real