Search
Preparing search index...
The search index is not available
quantlib.js
Options
All
Public
Public/Protected
All
Inherited
Externals
Only exported
Menu
Globals
"ql/experimental/varianceoption/integralhestonvarianceoptionengine"
payoff_adapter
Class payoff_adapter
Hierarchy
payoff_adapter
Implements
UnaryFunction
<
Real
,
Real
>
Index
Constructors
constructor
Properties
payoff
Methods
f
Constructors
constructor
new payoff_
adapter
(
payoff
:
Payoff
)
:
payoff_adapter
Parameters
payoff:
Payoff
Returns
payoff_adapter
Properties
payoff
payoff
:
Payoff
Methods
f
f
(
S
:
Real
)
:
Real
Parameters
S:
Real
Returns
Real
Globals
"ql/experimental/varianceoption/integralhestonvarianceoptionengine"
Integral
Heston
Variance
Option
Engine
payoff_
adapter
constructor
payoff
f
Ivop
One
Dim
Ivop
Two
Dim