Class AverageBasketPayoff

Hierarchy

BasketPayoff
- AverageBasketPayoff

Implements

UnaryFunction<Real, Real>

Index

Properties

_weights

Methods

Properties

Private _weights

_weights: Real[]

Methods

abpInit1

abpInit1(p: Payoff, a: Real[]): AverageBasketPayoff

- Defined in ql/instruments/basketoption.ts:64
Parameters
- p: Payoff
- a: Real[]
Returns AverageBasketPayoff

abpInit2

abpInit2(p: Payoff, n: Size): AverageBasketPayoff

- Defined in ql/instruments/basketoption.ts:71
Parameters
- p: Payoff
- n: Size
Returns AverageBasketPayoff

accept

accept(v: AcyclicVisitor): void

Inherited from Payoff.accept
- Defined in ql/payoff.ts:31
Parameters
- v: AcyclicVisitor
Returns void

accumulate

accumulate(a: Real[]): Real

Overrides BasketPayoff.accumulate
- Defined in ql/instruments/basketoption.ts:77
Parameters
- a: Real[]
Returns Real

basePayoff

basePayoff(): Payoff

Inherited from BasketPayoff.basePayoff
- Defined in ql/instruments/basketoption.ts:43
Returns Payoff

description

description(): string

Inherited from BasketPayoff.description

Overrides Payoff.description
- Defined in ql/instruments/basketoption.ts:27
Returns string

f

f(price: Real): Real

Inherited from BasketPayoff.f

Overrides Payoff.f
- Defined in ql/instruments/basketoption.ts:31
Parameters
- price: Real
Returns Real

f1

f1(a: Real[]): Real

Inherited from BasketPayoff.f1
- Defined in ql/instruments/basketoption.ts:35
Parameters
- a: Real[]
Returns Real

init

init(p: Payoff): BasketPayoff

Inherited from BasketPayoff.init
- Defined in ql/instruments/basketoption.ts:18
Parameters
- p: Payoff
Returns BasketPayoff

name

name(): string

Inherited from BasketPayoff.name

Overrides Payoff.name
- Defined in ql/instruments/basketoption.ts:23
Returns string