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quantlib.js
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"ql/experimental/variancegamma/variancegammamodel"
VarianceGammaModel
PrivateConstraint
Impl
Class Impl
Hierarchy
Impl
Index
Constructors
constructor
Accessors
is
Disposed
Methods
dispose
lower
Bound
test
upper
Bound
Constructors
constructor
new
Impl
(
args
:
Parameter
[]
)
:
Impl
Parameters
args:
Parameter
[]
Returns
Impl
Accessors
is
Disposed
get
isDisposed
(
)
:
boolean
Returns
boolean
Methods
dispose
dispose
(
)
:
void
Returns
void
lower
Bound
lower
Bound
(
params
:
Real
[]
)
:
Real
[]
Parameters
params:
Real
[]
Returns
Real
[]
test
test
(
params
:
Real
[]
)
:
boolean
Parameters
params:
Real
[]
Returns
boolean
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
is
Disposed
dispose
lower
Bound
test
upper
Bound
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