Class RiskNeutralDensityCalculator

Hierarchy

RiskNeutralDensityCalculator

Implemented by

Index

Classes

InvCDFHelper

Methods

Methods

cdf

cdf(x: Real, t: Time): Real

- Defined in ql/experimental/finitedifferences/riskneutraldensitycalculator.ts:14
Parameters
- x: Real
- t: Time
Returns Real

invcdf

invcdf(p: Real, t: Time): Real

- Defined in ql/experimental/finitedifferences/riskneutraldensitycalculator.ts:17
Parameters
- p: Real
- t: Time
Returns Real

pdf

pdf(x: Real, t: Time): Real

- Defined in ql/experimental/finitedifferences/riskneutraldensitycalculator.ts:11
Parameters
- x: Real
- t: Time
Returns Real