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quantlib.js
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"ql/experimental/variancegamma/variancegammamodel"
VarianceGammaModel
PrivateConstraint
Class PrivateConstraint
Hierarchy
PrivateConstraint
Index
Classes
Impl
Constructors
constructor
Properties
_impl
Methods
empty
lower
Bound
test
update
upper
Bound
Constructors
constructor
new
Private
Constraint
(
args
:
Parameter
[]
)
:
PrivateConstraint
Parameters
args:
Parameter
[]
Returns
PrivateConstraint
Properties
Protected
_impl
_impl
:
Impl
= null
Methods
empty
empty
(
)
:
boolean
Returns
boolean
lower
Bound
lower
Bound
(
params
:
Real
[]
)
:
Real
[]
Parameters
params:
Real
[]
Returns
Real
[]
test
test
(
params
:
Real
[]
)
:
boolean
Parameters
params:
Real
[]
Returns
boolean
update
update
(
params
:
Real
[]
, direction
:
Real
[]
, beta
:
Real
)
:
Real
first parameter params is by reference
Parameters
params:
Real
[]
Real[], byRef
direction:
Real
[]
Real[]
beta:
Real
Real
Returns
Real
upper
Bound
upper
Bound
(
params
:
Real
[]
)
:
Real
[]
Parameters
params:
Real
[]
Returns
Real
[]
Globals
"ql/experimental/variancegamma/variancegammamodel"
Variance
Gamma
Model
Calibration
Function
Private
Constraint
Impl
constructor
_impl
empty
lower
Bound
test
update
upper
Bound
constructor
_arguments
_constraint
_function
Evaluation
_is
Disposed
_observables
_observers
_problem
Values
_process
_short
Rate
End
Criteria
dispose
is
Disposed
notify
Observers
register
Observer
register
With
register
With
Observables
unregister
Observer
unregister
With
unregister
With
All
calibrate1
calibrate2
cm
Init
constraint
deep
Update
end
Criteria
function
Evaluation
generate
Arguments
nu
params
problem
Values
process
set
Params
sigma
theta
update
value1
value2
first parameter params is by reference