Class CurveDependentStepCondition

Abstract base class which allows step conditions to use both payoff and array functions

Hierarchy

StepCondition
- CurveDependentStepCondition
  - AmericanCondition
  - ShoutCondition

Index

Classes

Properties

_curveItem

Methods

Properties

Protected _curveItem

_curveItem: CurveWrapper

Methods

applyTo

applyTo(a: Real[], t: Time): void

Overrides StepCondition.applyTo
- Defined in ql/methods/finitedifferences/stepcondition.ts:44
Parameters
- a: Real[]
- t: Time
Returns void

applyToValue

applyToValue(x: Real, y: Real): Real

- Defined in ql/methods/finitedifferences/stepcondition.ts:55
Parameters
- x: Real
- y: Real
Returns Real

getValue

getValue(a: Real[], index: Size): Real

- Defined in ql/methods/finitedifferences/stepcondition.ts:51
Parameters
- a: Real[]
- index: Size
Returns Real

init1

init1(type: Type, strike: Real): CurveDependentStepCondition

- Defined in ql/methods/finitedifferences/stepcondition.ts:26
Parameters
- type: Type
- strike: Real
Returns CurveDependentStepCondition

init2

init2(p: Payoff): CurveDependentStepCondition

- Defined in ql/methods/finitedifferences/stepcondition.ts:33
Parameters
- p: Payoff
Returns CurveDependentStepCondition

init3

init3(a: Real[]): CurveDependentStepCondition

- Defined in ql/methods/finitedifferences/stepcondition.ts:39
Parameters
- a: Real[]
Returns CurveDependentStepCondition