XABRInterpolationImpl

Hierarchy

XABRCoeffHolderInterpolationtemplateImpl
- XABRInterpolationImpl

Implements

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new XABRInterpolationImpl(Model: any): XABRInterpolationImpl

- Defined in ql/math/interpolations/xabrinterpolation.ts:19
Parameters
- Model: any
Returns XABRInterpolationImpl

Properties

Model

Model: any

_XABREndCriteria

_XABREndCriteria: Type

_addParams

_addParams: Real[]

Private _endCriteria

_endCriteria: EndCriteria

_error

_error: Real

Private _errorAccept

_errorAccept: Real

_forward

_forward: Real

_maxError

_maxError: Real

Private _maxGuesses

_maxGuesses: Size

_modelInstance

_modelInstance: any

Private _optMethod

_optMethod: OptimizationMethod

_paramIsFixed

_paramIsFixed: boolean[]

_params

_params: Real[]

_t

_t: Real

Private _useMaxError

_useMaxError: boolean

Private _vegaWeighted

_vegaWeighted: boolean

_weights

_weights: Real[]

_x

_x: Real[]

_xBegin

_xBegin: Size

_xEnd

_xEnd: Size

_y

_y: Real[]

_yBegin

_yBegin: Size

init

init: (t: Time, forward: Real, params: Real[], paramIsFixed: boolean[], addParams: Real[]) => XABRCoeffHolder

Type declaration

- (t: Time, forward: Real, params: Real[], paramIsFixed: boolean[], addParams: Real[]): XABRCoeffHolder
- Parameters
  - t: Time
  - forward: Real
  - params: Real[]
  - paramIsFixed: boolean[]
  - addParams: Real[]
  Returns XABRCoeffHolder

isInRange

isInRange: (x: Real) => boolean

Type declaration

- (x: Real): boolean
- Parameters
  - x: Real
  Returns boolean

locate

locate: (x: Real) => Size

Type declaration

- (x: Real): Size
- Parameters
  - x: Real
  Returns Size

tiInit

tiInit: (x: Real[], xBegin: Size, xEnd: Size, y: Real[], yBegin: Size, requiredPoints?: Integer) => templateImpl

Type declaration

- (x: Real[], xBegin: Size, xEnd: Size, y: Real[], yBegin: Size, requiredPoints?: Integer): templateImpl
- Parameters
  - x: Real[]
  - xBegin: Size
  - xEnd: Size
  - y: Real[]
  - yBegin: Size
  - Optional requiredPoints: Integer
  Returns templateImpl

updateModelInstance

updateModelInstance: () => void

Type declaration

- (): void
- Returns void

value2

value2: (y: Real[], x: Real) => Real

Type declaration

- (y: Real[], x: Real): Real
- Parameters
  - y: Real[]
  - x: Real
  Returns Real

xMax

xMax: () => Real

Type declaration

- (): Real
- Returns Real

xMin

xMin: () => Real

Type declaration

- (): Real
- Returns Real

xValues

xValues: () => Real[]

Type declaration

- (): Real[]
- Returns Real[]

yValues

yValues: () => Real[]

Type declaration

- (): Real[]
- Returns Real[]

Methods

derivative

derivative(x: Real): Real

Overrides XABRCoeffHolderInterpolationtemplateImpl.derivative
- Defined in ql/math/interpolations/xabrinterpolation.ts:173
Parameters
- x: Real
Returns Real

interpolationError

interpolationError(): Real

- Defined in ql/math/interpolations/xabrinterpolation.ts:206
Returns Real

interpolationErrors

interpolationErrors(): Real[]

- Defined in ql/math/interpolations/xabrinterpolation.ts:193
Returns Real[]

interpolationMaxError

interpolationMaxError(): Real

- Defined in ql/math/interpolations/xabrinterpolation.ts:212
Returns Real

interpolationSquaredError

interpolationSquaredError(): Real

- Defined in ql/math/interpolations/xabrinterpolation.ts:181
Returns Real

primitive

primitive(x: Real): Real

Overrides XABRCoeffHolderInterpolationtemplateImpl.primitive
- Defined in ql/math/interpolations/xabrinterpolation.ts:169
Parameters
- x: Real
Returns Real

secondDerivative

secondDerivative(x: Real): Real

Overrides XABRCoeffHolderInterpolationtemplateImpl.secondDerivative
- Defined in ql/math/interpolations/xabrinterpolation.ts:177
Parameters
- x: Real
Returns Real

update

update(): void

Overrides XABRCoeffHolderInterpolationtemplateImpl.update
- Defined in ql/math/interpolations/xabrinterpolation.ts:58
Returns void

value

value(x: Real): Real

- Defined in ql/math/interpolations/xabrinterpolation.ts:165
Parameters
- x: Real
Returns Real

value1

value1(x: Real): Real

Inherited from XABRCoeffHolderInterpolationtemplateImpl.value1
- Defined in mixins/ql/math/xabrcoeffholderinterpolationtemplateimpl.ts:33
Parameters
- x: Real
Returns Real

xabrInit

xabrInit(x: Real[], xBegin: Size, xEnd: Size, y: Real[], yBegin: Size, t: Time, forward: Real, params: Real[], paramIsFixed: boolean[], vegaWeighted: boolean, endCriteria: EndCriteria, optMethod: OptimizationMethod, errorAccept: Real, useMaxError: boolean, maxGuesses: Size, addParams?: Real[]): XABRInterpolationImpl

- Defined in ql/math/interpolations/xabrinterpolation.ts:29
Parameters
- x: Real[]
- xBegin: Size
- xEnd: Size
- y: Real[]
- yBegin: Size
- t: Time
- forward: Real
- params: Real[]
- paramIsFixed: boolean[]
- vegaWeighted: boolean
- endCriteria: EndCriteria
- optMethod: OptimizationMethod
- errorAccept: Real
- useMaxError: boolean
- maxGuesses: Size
- Default value addParams: Real[] = []
Returns XABRInterpolationImpl

Hierarchy

Implements

Index

Constructors

Properties

Methods

Constructors

constructor

Parameters

Model: any

Returns XABRInterpolationImpl

Properties

Model

_XABREndCriteria

_addParams

Private _endCriteria

_error

Private _errorAccept

_forward

_maxError

Private _maxGuesses

_modelInstance

Private _optMethod

_paramIsFixed

_params

_t

Private _useMaxError

Private _vegaWeighted

_weights

_x

_xBegin

_xEnd

_y

_yBegin

init

Type declaration

Parameters

t: Time

forward: Real

params: Real[]

paramIsFixed: boolean[]

addParams: Real[]

Returns XABRCoeffHolder

isInRange

Type declaration

Parameters

x: Real

Returns boolean

locate

Type declaration

Parameters

x: Real

Returns Size

tiInit

Type declaration

Parameters

x: Real[]

xBegin: Size

xEnd: Size

y: Real[]

yBegin: Size

Optional requiredPoints: Integer

Returns templateImpl

updateModelInstance

Type declaration

Returns void

value2

Type declaration

Parameters

y: Real[]

x: Real

Returns Real

xMax

Type declaration

Returns Real

xMin

Type declaration

Returns Real

xValues

Type declaration