Class integr_adapter

Hierarchy

integr_adapter

Implements

BinaryFunction<Real, Real, Real>

Index

Constructors

constructor

Properties

r

Methods

f

Constructors

constructor

new integr_adapter(process: GeneralizedBlackScholesProcess): integr_adapter

- Defined in ql/experimental/barrieroption/perturbativebarrieroptionengine.ts:93
Parameters
- process: GeneralizedBlackScholesProcess
Returns integr_adapter

Properties

r

r: YieldTermStructure

Methods

f

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

- Defined in ql/experimental/barrieroption/perturbativebarrieroptionengine.ts:98
Parameters
- t1: Real
- t2: Real
Returns Real