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"ql/experimental/exoticoptions/analyticcomplexchooserengine"
AnalyticComplexChooserEngine
Class AnalyticComplexChooserEngine
Hierarchy
engine
AnalyticComplexChooserEngine
Implements
Observable
Observer
PricingEngine
Index
Constructors
constructor
Properties
_arguments
_is
Disposed
_observables
_observers
_process
_results
deep
Update
dispose
is
Disposed
notify
Observers
register
Observer
register
With
register
With
Observables
unregister
Observer
unregister
With
unregister
With
All
Methods
Complex
Chooser
Critical
Value
Chooser
bs
Calculator
calculate
call
Maturity
choosing
Time
dividend
Discount
dividend
Yield
get
Arguments
get
Results
put
Maturity
reset
risk
Free
Discount
risk
Free
Rate
strike
update
volatility
Constructors
constructor
new
Analytic
Complex
Chooser
Engine
(
process
:
GeneralizedBlackScholesProcess
)
:
AnalyticComplexChooserEngine
Parameters
process:
GeneralizedBlackScholesProcess
Returns
AnalyticComplexChooserEngine
Properties
_arguments
_arguments
:
Arguments
_is
Disposed
_is
Disposed
:
boolean
= false
_observables
_observables
:
Set
<
Observable
>
= new Set()
_observers
_observers
:
Set
<
Observer
>
= new Set()
Private
_process
_process
:
GeneralizedBlackScholesProcess
_results
_results
:
Results
deep
Update
deep
Update
:
(
)
=>
void
Type declaration
(
)
:
void
Returns
void
dispose
dispose
:
(
)
=>
void
Type declaration
(
)
:
void
Returns
void
is
Disposed
is
Disposed
:
boolean
notify
Observers
notify
Observers
:
(
)
=>
void
Type declaration
(
)
:
void
Returns
void
register
Observer
register
Observer
:
(
o
:
Observer
)
=>
void
Type declaration
(
o
:
Observer
)
:
void
Parameters
o:
Observer
Returns
void
register
With
register
With
:
(
h
:
Observable
)
=>
void
Type declaration
(
h
:
Observable
)
:
void
Parameters
h:
Observable
Returns
void
register
With
Observables
register
With
Observables
:
(
o
:
Observer
)
=>
void
Type declaration
(
o
:
Observer
)
:
void
Parameters
o:
Observer
Returns
void
unregister
Observer
unregister
Observer
:
(
o
:
Observer
)
=>
void
Type declaration
(
o
:
Observer
)
:
void
Parameters
o:
Observer
Returns
void
unregister
With
unregister
With
:
(
h
:
Observable
)
=>
Size
Type declaration
(
h
:
Observable
)
:
Size
Parameters
h:
Observable
Returns
Size
unregister
With
All
unregister
With
All
:
(
)
=>
void
Type declaration
(
)
:
void
Returns
void
Methods
Private
Complex
Chooser
Complex
Chooser
(
)
:
Real
Returns
Real
Private
Critical
Value
Chooser
Critical
Value
Chooser
(
)
:
Real
Returns
Real
Private
bs
Calculator
bs
Calculator
(
spot
:
Real
, optionType
:
Type
)
:
BlackScholesCalculator
Parameters
spot:
Real
optionType:
Type
Returns
BlackScholesCalculator
calculate
calculate
(
)
:
void
Returns
void
Private
call
Maturity
call
Maturity
(
)
:
Time
Returns
Time
Private
choosing
Time
choosing
Time
(
)
:
Time
Returns
Time
Private
dividend
Discount
dividend
Discount
(
t
:
Time
)
:
DiscountFactor
Parameters
t:
Time
Returns
DiscountFactor
Private
dividend
Yield
dividend
Yield
(
t
:
Time
)
:
Rate
Parameters
t:
Time
Returns
Rate
get
Arguments
get
Arguments
(
)
:
Arguments
Returns
Arguments
get
Results
get
Results
(
)
:
Results
Returns
Results
Private
put
Maturity
put
Maturity
(
)
:
Time
Returns
Time
reset
reset
(
)
:
void
Returns
void
Private
risk
Free
Discount
risk
Free
Discount
(
t
:
Time
)
:
DiscountFactor
Parameters
t:
Time
Returns
DiscountFactor
Private
risk
Free
Rate
risk
Free
Rate
(
t
:
Time
)
:
Rate
Parameters
t:
Time
Returns
Rate
Private
strike
strike
(
optionType
:
Type
)
:
Real
Parameters
optionType:
Type
Returns
Real
update
update
(
)
:
void
Returns
void
Private
volatility
volatility
(
t
:
Time
)
:
Volatility
Parameters
t:
Time
Returns
Volatility
Globals
"ql/experimental/exoticoptions/analyticcomplexchooserengine"
Analytic
Complex
Chooser
Engine
constructor
_arguments
_is
Disposed
_observables
_observers
_process
_results
deep
Update
dispose
is
Disposed
notify
Observers
register
Observer
register
With
register
With
Observables
unregister
Observer
unregister
With
unregister
With
All
Complex
Chooser
Critical
Value
Chooser
bs
Calculator
calculate
call
Maturity
choosing
Time
dividend
Discount
dividend
Yield
get
Arguments
get
Results
put
Maturity
reset
risk
Free
Discount
risk
Free
Rate
strike
update
volatility