Class PayoffWrapper

Hierarchy

CurveWrapper
- PayoffWrapper

Index

Properties

_payoff

Methods

Properties

Private _payoff

_payoff: Payoff

Methods

getValue

getValue(a: Real[], i: Integer): Real

Overrides CurveWrapper.getValue
- Defined in ql/methods/finitedifferences/stepcondition.ts:95
Parameters
- a: Real[]
- i: Integer
Returns Real

init1

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

- Defined in ql/methods/finitedifferences/stepcondition.ts:84
Parameters
- type: Type
- strike: Real
Returns PayoffWrapper

init2

init2(p: Payoff): PayoffWrapper

- Defined in ql/methods/finitedifferences/stepcondition.ts:90
Parameters
- p: Payoff
Returns PayoffWrapper