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quantlib.js
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"ql/experimental/models/squarerootclvmodel"
MappingFunction
Class MappingFunction
Hierarchy
MappingFunction
Implements
BinaryFunction
<
Time
,
Real
,
Real
>
Index
Constructors
constructor
Properties
_interpl
_s
_x
Methods
f
Constructors
constructor
new
Mapping
Function
(
model
:
SquareRootCLVModel
)
:
MappingFunction
Parameters
model:
SquareRootCLVModel
Returns
MappingFunction
Properties
Private
_interpl
_interpl
:
Map
<
Time
,
LagrangeInterpolation
>
Private
_s
_s
:
Matrix
Private
_x
_x
:
Matrix
Methods
f
f
(
t
:
Time
, x
:
Real
)
:
Real
Parameters
t:
Time
x:
Real
Returns
Real
Globals
"ql/experimental/models/squarerootclvmodel"
Mapping
Function
constructor
_interpl
_s
_x
f
Square
RootCLVModel