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Hierarchy

Implements

Index

Constructors

constructor

Properties

_alwaysForward

_alwaysForward: boolean = false

_bsProcess

_calculated

_calculated: boolean = false

_frozen

_frozen: boolean = false

_g

_isDisposed

_isDisposed: boolean = false

_lagrangeOrder

_lagrangeOrder: Size

_maturityDates

_maturityDates: Date[]

_observables

_observables: Set<Observable> = new Set()

_observers

_observers: Set<Observer> = new Set()

_pMax

_pMax: Real

_pMin

_pMin: Real

_rndCalculator

_rndCalculator: GBSMRNDCalculator

_sqrtProcess

_sqrtProcess: SquareRootProcess

dispose

dispose: () => void

Type declaration

    • (): void
    • Returns void

isDisposed

isDisposed: boolean

notifyObservers

notifyObservers: () => void

Type declaration

    • (): void
    • Returns void

registerObserver

registerObserver: (o: Observer) => void

Type declaration

registerWith

registerWith: (h: Observable) => void

Type declaration

registerWithObservables

registerWithObservables: (o: Observer) => void

Type declaration

unregisterObserver

unregisterObserver: (o: Observer) => void

Type declaration

unregisterWith

unregisterWith: (h: Observable) => Size

Type declaration

unregisterWithAll

unregisterWithAll: () => void

Type declaration

    • (): void
    • Returns void

Methods

alwaysForwardNotifications

  • alwaysForwardNotifications(): void
  • This method causes the object to forward all notifications, even when not calculated. The default behavior is to forward the first notification received, and discard the others until recalculated; the rationale is that observers were already notified, and don't need further notification until they recalculate, at which point this object would be recalculated too. After recalculation, this object would again forward the first notification received.

    warning Forwarding all notifications will cause a performance hit, and should be used only when discarding notifications cause an incorrect behavior.

    Returns void

calculate

  • calculate(): void
  • This method performs all needed calculations by calling the performCalculations method.

    warning Objects cache the results of the previous calculation. Such results will be returned upon later invocations of calculate. When the results depend on arguments which could change between invocations, the lazy object must register itself as observer of such objects for the calculations to be performed again when they change.

    warning Should this method be redefined in derived classes, LazyObject.calculate() should be called in the overriding method.

    Returns void

cdf

  • Parameters

    Returns Real

collocationPointsX

  • collocationPointsX(d: Date): Real[]
  • Parameters

    • d: Date

    Returns Real[]

collocationPointsY

  • collocationPointsY(d: Date): Real[]
  • Parameters

    • d: Date

    Returns Real[]

deepUpdate

  • deepUpdate(): void

freeze

  • freeze(): void
  • This method constrains the object to return the presently cached results on successive invocations, even if arguments upon which they depend should change.

    Returns void

g

invCDF

  • Parameters

    Returns Real

nonCentralChiSquaredParams

  • nonCentralChiSquaredParams(d: Date): [Real, Real]
  • Parameters

    • d: Date

    Returns [Real, Real]

performCalculations

  • performCalculations(): void

recalculate

  • recalculate(): void
  • This method force the recalculation of any results which would otherwise be cached. It is not declared as const since it needs to call the non-const notifyObservers method.

    note Explicit invocation of this method is not necessary if the object registered itself as observer with the structures on which such results depend. It is strongly advised to follow this policy when possible.

    Returns void

unfreeze

  • unfreeze(): void
  • This method reverts the effect of the freeze method, thus re-enabling recalculations.

    Returns void

update

  • update(): void