Class SparkSpreadPrice

Hierarchy

FdmInnerValueCalculator
- SparkSpreadPrice

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new SparkSpreadPrice(heatRate: Real, fuelPrices: Real[], powerPrices: Real[]): SparkSpreadPrice

- Defined in ql/experimental/finitedifferences/dynprogvppintrinsicvalueengine.ts:61
Parameters
- heatRate: Real
- fuelPrices: Real[]
- powerPrices: Real[]
Returns SparkSpreadPrice

Properties

Private _fuelPrices

_fuelPrices: Real[]

Private _heatRate

_heatRate: Real

Private _powerPrices

_powerPrices: Real[]

Methods

avgInnerValue

avgInnerValue(iter: FdmLinearOpIterator, t: Time): Real

Overrides FdmInnerValueCalculator.avgInnerValue
- Defined in ql/experimental/finitedifferences/dynprogvppintrinsicvalueengine.ts:77
Parameters
- iter: FdmLinearOpIterator
- t: Time
Returns Real

innerValue

innerValue(iter: FdmLinearOpIterator, t: Time): Real

Overrides FdmInnerValueCalculator.innerValue
- Defined in ql/experimental/finitedifferences/dynprogvppintrinsicvalueengine.ts:69
Parameters
- iter: FdmLinearOpIterator
- t: Time
Returns Real