Class sigmaq_adapter

Hierarchy

sigmaq_adapter

Implements

UnaryFunction<Real, Real>

Index

Constructors

constructor

Properties

s
v

Methods

f

Constructors

constructor

new sigmaq_adapter(process: GeneralizedBlackScholesProcess): sigmaq_adapter

- Defined in ql/experimental/barrieroption/perturbativebarrieroptionengine.ts:140
Parameters
- process: GeneralizedBlackScholesProcess
Returns sigmaq_adapter

Properties

s

v

v: BlackVolTermStructure

Methods

f

f(t: Real): Real

- Defined in ql/experimental/barrieroption/perturbativebarrieroptionengine.ts:145
Parameters
- t: Real
Returns Real