Class ImpliedVolatilityHelper

Hierarchy

ImpliedVolatilityHelper

Implements

UnaryFunction<Volatility, Real>

Index

Constructors

constructor

Properties

Methods

f

Constructors

constructor

new ImpliedVolatilityHelper(helper: CalibrationHelper, value: Real): ImpliedVolatilityHelper

- Defined in ql/models/calibrationhelper.ts:138
Parameters
- helper: CalibrationHelper
- value: Real
Returns ImpliedVolatilityHelper

Properties

Private _helper

_helper: BlackCalibrationHelper

Private _value

_value: Real

Methods

f

f(x: Volatility): Real

- Defined in ql/models/calibrationhelper.ts:144
Parameters
- x: Volatility
Returns Real