Class integrand_f

Hierarchy

integrand_f

Implements

UnaryFunction<Real, Real>

Index

Constructors

constructor

Properties

pricer

Methods

f

Constructors

constructor

new integrand_f(pricer: LognormalCmsSpreadPricer): integrand_f

- Defined in ql/experimental/coupons/lognormalcmsspreadpricer.ts:493
Parameters
- pricer: LognormalCmsSpreadPricer
Returns integrand_f

Properties

pricer

pricer: LognormalCmsSpreadPricer

Methods

f

f(x: Real): Real

- Defined in ql/experimental/coupons/lognormalcmsspreadpricer.ts:498
Parameters
- x: Real
Returns Real