Class p_integrand

Hierarchy

p_integrand

Index

Constructors

constructor

Properties

model

Methods

f

Constructors

constructor

new p_integrand(model: NoArbSabrModel): p_integrand

- Defined in ql/experimental/volatility/noarbsabr.ts:316
Parameters
- model: NoArbSabrModel
Returns p_integrand

Properties

model

model: NoArbSabrModel

Methods

f

f(f: Real): Real

- Defined in ql/experimental/volatility/noarbsabr.ts:321
Parameters
- f: Real
Returns Real