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"ql/models/equity/piecewisetimedependenthestonmodel"
PiecewiseTimeDependentHestonModel
PrivateConstraint
Class PrivateConstraint
Hierarchy
PrivateConstraint
Index
Classes
Impl
Constructors
constructor
Properties
_impl
Methods
empty
lower
Bound
test
update
upper
Bound
Constructors
constructor
new
Private
Constraint
(
args
:
Parameter
[]
)
:
PrivateConstraint
Parameters
args:
Parameter
[]
Returns
PrivateConstraint
Properties
Protected
_impl
_impl
:
Impl
= null
Methods
empty
empty
(
)
:
boolean
Returns
boolean
lower
Bound
lower
Bound
(
params
:
Real
[]
)
:
Real
[]
Parameters
params:
Real
[]
Returns
Real
[]
test
test
(
params
:
Real
[]
)
:
boolean
Parameters
params:
Real
[]
Returns
boolean
update
update
(
params
:
Real
[]
, direction
:
Real
[]
, beta
:
Real
)
:
Real
first parameter params is by reference
Parameters
params:
Real
[]
Real[], byRef
direction:
Real
[]
Real[]
beta:
Real
Real
Returns
Real
upper
Bound
upper
Bound
(
params
:
Real
[]
)
:
Real
[]
Parameters
params:
Real
[]
Returns
Real
[]
Globals
"ql/models/equity/piecewisetimedependenthestonmodel"
Piecewise
Time
Dependent
Heston
Model
Private
Constraint
Impl
constructor
_impl
empty
lower
Bound
test
update
upper
Bound
first parameter params is by reference