Class integalpha_adapter

Hierarchy

integalpha_adapter

Implements

BinaryFunction<Real, Real, Real>

Index

Constructors

constructor

Properties

q
r

Methods

f

Constructors

constructor

new integalpha_adapter(process: GeneralizedBlackScholesProcess): integalpha_adapter

- Defined in ql/experimental/barrieroption/perturbativebarrieroptionengine.ts:106
Parameters
- process: GeneralizedBlackScholesProcess
Returns integalpha_adapter

Properties

q

q: YieldTermStructure

r

r: YieldTermStructure

Methods

f

f(t1: Real, t2: Real): Real

- Defined in ql/experimental/barrieroption/perturbativebarrieroptionengine.ts:112
Parameters
- t1: Real
- t2: Real
Returns Real