Class Root

Utility for the numerical time solver

Hierarchy

Root

Index

Constructors

constructor

Methods

f

Constructors

constructor

new Root(dts: Handle<DefaultProbabilityTermStructure>, pd: Real): Root

- Defined in ql/experimental/credit/randomdefaultlatentmodel.ts:633
Parameters
- dts: Handle<DefaultProbabilityTermStructure>
- pd: Real
Returns Root

Methods

f

f(t: Time): Real

- Defined in ql/experimental/credit/randomdefaultlatentmodel.ts:640
Parameters
- t: Time
Returns Real