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quantlib.js
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"ql/experimental/models/normalclvmodel"
NormalCLVModel
MappingFunction
Class MappingFunction
Hierarchy
MappingFunction
Implements
BinaryFunction
<
Time
,
Real
,
Real
>
Index
Classes
Interpolation
Data
Constructors
constructor
Properties
_data
_ou
Process
_sigma
_y
Methods
f
Constructors
constructor
new
Mapping
Function
(
model
:
NormalCLVModel
)
:
MappingFunction
Parameters
model:
NormalCLVModel
Returns
MappingFunction
Properties
Private
_data
_data
:
InterpolationData
Private
_ou
Process
_ou
Process
:
OrnsteinUhlenbeckProcess
Private
_sigma
_sigma
:
Volatility
Private
_y
_y
:
Real
[]
Methods
f
f
(
t
:
Time
, x
:
Real
)
:
Real
Parameters
t:
Time
x:
Real
Returns
Real
Globals
"ql/experimental/models/normalclvmodel"
NormalCLVModel
Mapping
Function
Interpolation
Data
constructor
_data
_ou
Process
_sigma
_y
f
constructor
_always
Forward
_bs
Process
_calculated
_frozen
_g
_is
Disposed
_maturity
Dates
_maturity
Times
_observables
_observers
_ou
Process
_rnd
Calculator
_sigma
_x
dispose
is
Disposed
notify
Observers
register
Observer
register
With
register
With
Observables
unregister
Observer
unregister
With
unregister
With
All
always
Forward
Notifications
calculate
cdf
collocation
PointsX
collocation
PointsY
deep
Update
freeze
g
invCDF
perform
Calculations
recalculate
unfreeze
update