Class integrand

Hierarchy

integrand

Index

Constructors

constructor

Properties

model
strike

Methods

f

Constructors

constructor

new integrand(model: NoArbSabrModel, strike: Real): integrand

- Defined in ql/experimental/volatility/noarbsabr.ts:301
Parameters
- model: NoArbSabrModel
- strike: Real
Returns integrand

Properties

model

model: NoArbSabrModel

strike

strike: Real

Methods

f

f(f: Real): Real

- Defined in ql/experimental/volatility/noarbsabr.ts:307
Parameters
- f: Real
Returns Real