Class MarketModelParametricExercise

Hierarchy

MarketModelNodeDataProviderParametricExercise
- MarketModelParametricExercise
  - TriggeredSwapExercise

Implements

Index

Methods

Methods

clone

clone(): MarketModelParametricExercise

- Defined in ql/models/marketmodels/callability/marketmodelparametricexercise.ts:15
Returns MarketModelParametricExercise

evolution

evolution(): EvolutionDescription

Inherited from MarketModelNodeDataProviderParametricExercise.evolution
- Defined in mixins/ql/models/marketmodelnodedataproviderparametricexercise.ts:22
Returns EvolutionDescription

exercise

exercise(exerciseNumber: Size, parameters: Real[], variables: Real[]): boolean

Inherited from MarketModelNodeDataProviderParametricExercise.exercise
- Defined in mixins/ql/models/marketmodelnodedataproviderparametricexercise.ts:44
Parameters
- exerciseNumber: Size
- parameters: Real[]
- variables: Real[]
Returns boolean

guess

guess(exerciseNumber: Size, parameters: Real[]): void

Inherited from MarketModelNodeDataProviderParametricExercise.guess
- Defined in mixins/ql/models/marketmodelnodedataproviderparametricexercise.ts:48
Parameters
- exerciseNumber: Size
- parameters: Real[]
Returns void

isExerciseTime

isExerciseTime(): boolean[]

Inherited from MarketModelNodeDataProviderParametricExercise.isExerciseTime
- Defined in mixins/ql/models/marketmodelnodedataproviderparametricexercise.ts:31
Returns boolean[]

nextStep

nextStep(cs: CurveState): void

Inherited from MarketModelNodeDataProviderParametricExercise.nextStep
- Defined in mixins/ql/models/marketmodelnodedataproviderparametricexercise.ts:25
Parameters
- cs: CurveState
Returns void

numberOfData

numberOfData(): Size[]

Overrides MarketModelNodeDataProviderParametricExercise.numberOfData
- Defined in ql/models/marketmodels/callability/marketmodelparametricexercise.ts:11
Returns Size[]

numberOfExercises

numberOfExercises(): Size

Inherited from MarketModelNodeDataProviderParametricExercise.numberOfExercises
- Defined in mixins/ql/models/marketmodelnodedataproviderparametricexercise.ts:16
Returns Size

numberOfParameters

numberOfParameters(): Size[]

Inherited from MarketModelNodeDataProviderParametricExercise.numberOfParameters
- Defined in mixins/ql/models/marketmodelnodedataproviderparametricexercise.ts:41
Returns Size[]

numberOfVariables

numberOfVariables(): Size[]

Inherited from MarketModelNodeDataProviderParametricExercise.numberOfVariables
- Defined in mixins/ql/models/marketmodelnodedataproviderparametricexercise.ts:38
Returns Size[]

reset

reset(): void

Inherited from MarketModelNodeDataProviderParametricExercise.reset
- Defined in mixins/ql/models/marketmodelnodedataproviderparametricexercise.ts:28
Returns void

values

values(cs: CurveState, results: Real[]): void

Inherited from MarketModelNodeDataProviderParametricExercise.values
- Defined in mixins/ql/models/marketmodelnodedataproviderparametricexercise.ts:34
Parameters
- cs: CurveState
- results: Real[]
Returns void