Class integs_adapter

Hierarchy

integs_adapter

Implements

BinaryFunction<Real, Real, Real>

Index

Constructors

constructor

Properties

s
v

Methods

f

Constructors

constructor

new integs_adapter(process: GeneralizedBlackScholesProcess): integs_adapter

- Defined in ql/experimental/barrieroption/perturbativebarrieroptionengine.ts:155
Parameters
- process: GeneralizedBlackScholesProcess
Returns integs_adapter

Properties

s

v

v: BlackVolTermStructure

Methods

f

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

- Defined in ql/experimental/barrieroption/perturbativebarrieroptionengine.ts:160
Parameters
- t1: Real
- t2: Real
Returns Real