Class Var_Helper

Hierarchy

Var_Helper

Implements

UnaryFunction<Real, Real>

Index

Constructors

constructor

Properties

Methods

f

Constructors

constructor

new Var_Helper(proxy: LfmCovarianceProxy, i: Size, j: Size): Var_Helper

- Defined in ql/legacy/libormarketmodels/lfmcovarproxy.ts:94
Parameters
- proxy: LfmCovarianceProxy
- i: Size
- j: Size
Returns Var_Helper

Properties

Private _corrModel

_corrModel: LmCorrelationModel

Private _i

_i: Size

Private _j

_j: Size

Private _volaModel

_volaModel: LmVolatilityModel

Methods

f

f(t: Real): Real

- Defined in ql/legacy/libormarketmodels/lfmcovarproxy.ts:102
Parameters
- t: Real
Returns Real