Class IntegroIntegrand

Hierarchy

IntegroIntegrand

Implements

UnaryFunction<Real, Real>

Index

Constructors

constructor

Properties

Methods

f

Constructors

constructor

new IntegroIntegrand(interpl: LinearInterpolation, bcSet: FdmBoundaryConditionSet, y: Real, eta: Real): IntegroIntegrand

- Defined in ql/experimental/finitedifferences/fdmextoujumpop.ts:221
Parameters
- interpl: LinearInterpolation
- bcSet: FdmBoundaryConditionSet
- y: Real
- eta: Real
Returns IntegroIntegrand

Properties

Private _bcSet

_bcSet: FdmBoundaryConditionSet

Private _eta

_eta: Real

Private _interpl

_interpl: LinearInterpolation

Private _y

_y: Real

Methods

f

f(u: Real): Real

- Defined in ql/experimental/finitedifferences/fdmextoujumpop.ts:231
Parameters
- u: Real
Returns Real