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quantlib.js
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"ql/experimental/credit/randomdefaultlatentmodel"
RandomLM
Root
Class Root
Utility for the numerical time solver
Hierarchy
Root
Index
Constructors
constructor
Properties
_curve
Ref
_dts
_pd
Methods
f
Constructors
constructor
new
Root
(
dts
:
Handle
<
DefaultProbabilityTermStructure
>
, pd
:
Real
)
:
Root
Parameters
dts:
Handle
<
DefaultProbabilityTermStructure
>
pd:
Real
Returns
Root
Properties
Private
_curve
Ref
_curve
Ref
:
Date
Private
_dts
_dts
:
Handle
<
DefaultProbabilityTermStructure
>
Private
_pd
_pd
:
Real
Methods
f
f
(
t
:
Time
)
:
Real
Parameters
t:
Time
Returns
Real
Globals
"ql/experimental/credit/randomdefaultlatentmodel"
Gaussian
Random
DefaultLM
Random
DefaultLM
RandomLM
Root
constructor
_curve
Ref
_dts
_pd
f
TRandom
DefaultLM
default
Sim
Event
sim
Event
Utility for the numerical time solver