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quantlib.js
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"ql/experimental/finitedifferences/vanillavppoption"
VanillaVPPOption
Arguments
Class Arguments
Hierarchy
Arguments
Arguments
Index
Constructors
constructor
Properties
_is
Disposed
exercise
heat
Rate
n
Running
Hours
n
Starts
p
Max
p
Min
payoff
start
UpFix
Cost
start
UpFuel
t
Min
Down
t
Min
Up
Accessors
is
Disposed
Methods
dispose
validate
Constructors
constructor
new
Arguments
(
)
:
Arguments
Returns
Arguments
Properties
_is
Disposed
_is
Disposed
:
boolean
= false
exercise
exercise
:
Exercise
heat
Rate
heat
Rate
:
Real
n
Running
Hours
n
Running
Hours
:
Size
n
Starts
n
Starts
:
Size
p
Max
p
Max
:
Real
p
Min
p
Min
:
Real
payoff
payoff
:
Payoff
start
UpFix
Cost
start
UpFix
Cost
:
Real
start
UpFuel
start
UpFuel
:
Real
t
Min
Down
t
Min
Down
:
Size
t
Min
Up
t
Min
Up
:
Size
Accessors
is
Disposed
get
isDisposed
(
)
:
boolean
Returns
boolean
Methods
dispose
dispose
(
)
:
void
Returns
void
validate
validate
(
)
:
void
Returns
void
Globals
"ql/experimental/finitedifferences/vanillavppoption"
Identical
Payoff
VanillaVPPOption
Arguments
constructor
_is
Disposed
exercise
heat
Rate
n
Running
Hours
n
Starts
p
Max
p
Min
payoff
start
UpFix
Cost
start
UpFuel
t
Min
Down
t
Min
Up
is
Disposed
dispose
validate