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quantlib.js
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"ql/experimental/models/normalclvmodel"
NormalCLVModel
MappingFunction
InterpolationData
Class InterpolationData
Hierarchy
InterpolationData
Index
Constructors
constructor
Properties
_interpl
_lagrange
Interpl
_s
_t
_x
Constructors
constructor
new
Interpolation
Data
(
model
:
NormalCLVModel
)
:
InterpolationData
Parameters
model:
NormalCLVModel
Returns
InterpolationData
Properties
_interpl
_interpl
:
LinearInterpolation
[]
= []
_lagrange
Interpl
_lagrange
Interpl
:
LagrangeInterpolation
_s
_s
:
Matrix
_t
_t
:
Time
[]
_x
_x
:
Real
[]
Globals
"ql/experimental/models/normalclvmodel"
NormalCLVModel
Mapping
Function
Interpolation
Data
constructor
_interpl
_lagrange
Interpl
_s
_t
_x
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