Class ImpliedVolHelper

Hierarchy

ImpliedVolHelper

Implements

UnaryFunction<Volatility, Real>

Index

Constructors

constructor

Properties

Methods

f

Constructors

constructor

new ImpliedVolHelper(bond: CallableBond, targetValue: Real): ImpliedVolHelper

- Defined in ql/experimental/callablebonds/callablebond.ts:242
Parameters
- bond: CallableBond
- targetValue: Real
Returns ImpliedVolHelper

Properties

Private _engine

_engine: PricingEngine

Private _results

_results: Results

Private _targetValue

_targetValue: Real

Private _vol

_vol: SimpleQuote

Methods

f

f(x: Volatility): Real

- Defined in ql/experimental/callablebonds/callablebond.ts:258
Parameters
- x: Volatility
Returns Real