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quantlib.js
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"ql/methods/finitedifferences/operators/fdmbatesop"
IntegroIntegrand
Class IntegroIntegrand
Hierarchy
IntegroIntegrand
Implements
UnaryFunction
<
Real
,
Real
>
Index
Constructors
constructor
Properties
_bc
Set
_delta
_interpl
_nu
_x
Methods
f
Constructors
constructor
new
Integro
Integrand
(
interpl
:
LinearInterpolation
, bcSet
:
FdmBoundaryConditionSet
, x
:
Real
, delta
:
Real
, nu
:
Real
)
:
IntegroIntegrand
Parameters
interpl:
LinearInterpolation
bcSet:
FdmBoundaryConditionSet
x:
Real
delta:
Real
nu:
Real
Returns
IntegroIntegrand
Properties
Private
_bc
Set
_bc
Set
:
FdmBoundaryConditionSet
Private
_delta
_delta
:
Real
Private
_interpl
_interpl
:
LinearInterpolation
Private
_nu
_nu
:
Real
Private
_x
_x
:
Real
Methods
f
f
(
y
:
Real
)
:
Real
Parameters
y:
Real
Returns
Real
Globals
"ql/methods/finitedifferences/operators/fdmbatesop"
Fdm
Bates
Op
Integro
Integrand
constructor
_bc
Set
_delta
_interpl
_nu
_x
f