Class OASHelper

Hierarchy

OASHelper

Implements

UnaryFunction<Real, Real>

Index

Constructors

constructor

Properties

Methods

f

Constructors

constructor

new OASHelper(npvhelper: UnaryFunction<Real, Real>, targetValue: Real): OASHelper

- Defined in ql/experimental/callablebonds/callablebond.ts:458
Parameters
- npvhelper: UnaryFunction<Real, Real>
- targetValue: Real
Returns OASHelper

Properties

Private _npvhelper

_npvhelper: UnaryFunction<Real, Real>

Private _targetValue

_targetValue: Real

Methods

f

f(x: Spread): Real

- Defined in ql/experimental/callablebonds/callablebond.ts:464
Parameters
- x: Spread
Returns Real