Class ObjectiveFunction

Hierarchy

ObjectiveFunction

Implements

UnaryFunction<Real, Real>

Index

Constructors

constructor

Properties

Methods

f

Constructors

constructor

new ObjectiveFunction(target: Real, quote: SimpleQuote, engine: PricingEngine, results: Results): ObjectiveFunction

- Defined in ql/experimental/credit/syntheticcdo.ts:330
Parameters
- target: Real
- quote: SimpleQuote
- engine: PricingEngine
- results: Results
Returns ObjectiveFunction

Properties

Private _engine

_engine: PricingEngine

Private _quote

_quote: SimpleQuote

Private _results

_results: Results

Private _target

_target: Real

Methods

f

f(guess: Real): Real

- Defined in ql/experimental/credit/syntheticcdo.ts:340
Parameters
- guess: Real
Returns Real