Class PriceError

Hierarchy

PriceError

Implements

UnaryFunction<Volatility, Real>

Index

Constructors

constructor

Properties

Methods

f

Constructors

constructor

new PriceError(engine: PricingEngine, vol: SimpleQuote, targetValue: Real): PriceError

- Defined in ql/instruments/impliedvolatility.ts:68
Parameters
- engine: PricingEngine
- vol: SimpleQuote
- targetValue: Real
Returns PriceError

Properties

Private _engine

_engine: PricingEngine

Private _results

_results: Results

Private _targetValue

_targetValue: Real

Private _vol

_vol: SimpleQuote

Methods

f

f(x: Volatility): Real

- Defined in ql/instruments/impliedvolatility.ts:79
Parameters
- x: Volatility
Returns Real