Class ObjectiveFunction

Hierarchy

ObjectiveFunction

Implements

UnaryFunction<Rate, Real>

Index

Constructors

constructor

Properties

_a
_b
_t

Methods

f

Constructors

constructor

new ObjectiveFunction(t: Time, a: Interpolation2D, b: Interpolation2D): ObjectiveFunction

- Defined in ql/experimental/inflation/yoycapfloortermpricesurface.ts:626
Parameters
- t: Time
- a: Interpolation2D
- b: Interpolation2D
Returns ObjectiveFunction

Properties

Protected _a

_a: Interpolation2D

Protected _b

_b: Interpolation2D

Protected _t

_t: Time

Methods

f

f(guess: Rate): Real

- Defined in ql/experimental/inflation/yoycapfloortermpricesurface.ts:633
Parameters
- guess: Rate
Returns Real