Class Root

Hierarchy

Root

Index

Constructors

constructor

Properties

_dts
_pd

Methods

f

Constructors

constructor

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

- Defined in ql/experimental/credit/randomdefaultmodel.ts:96
Parameters
- dts: Handle<DefaultProbabilityTermStructure>
- pd: Real
Returns Root

Properties

Private _dts

_dts: Handle<DefaultProbabilityTermStructure>

Private _pd

_pd: Real

Methods

f

f(t: Real): Real

- Defined in ql/experimental/credit/randomdefaultmodel.ts:102
Parameters
- t: Real
Returns Real