Class CpxPv_Helper

Hierarchy

CpxPv_Helper

Implements

UnaryFunction<Real, Real>

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new CpxPv_Helper(p: HestonParams, x: Real, t: Time): CpxPv_Helper

- Defined in ql/experimental/finitedifferences/hestonrndcalculator.ts:141
Parameters
- p: HestonParams
- x: Real
- t: Time
Returns CpxPv_Helper

Properties

Private _c_inf

_c_inf: Real

Private _p

_p: HestonParams

Private _t

_t: Time

Private _x

_x: Real

Methods

f

f(x: Real): Real

- Defined in ql/experimental/finitedifferences/hestonrndcalculator.ts:157
Parameters
- x: Real
Returns Real

p0

p0(p_x: Real): Real

- Defined in ql/experimental/finitedifferences/hestonrndcalculator.ts:162
Parameters
- p_x: Real
Returns Real

Private phi

phi(p_x: Real): Complex

- Defined in ql/experimental/finitedifferences/hestonrndcalculator.ts:185
Parameters
- p_x: Real
Returns Complex

Private transformPhi

transformPhi(x: Real): Complex

- Defined in ql/experimental/finitedifferences/hestonrndcalculator.ts:174
Parameters
- x: Real
Returns Complex