Class MarketModelNodeDataProvider

Hierarchy

MarketModelNodeDataProvider
- MarketModelBasisSystem

Implemented by

Index

Methods

Methods

evolution

evolution(): EvolutionDescription

- Defined in ql/models/marketmodels/callability/nodedataprovider.ts:17
Returns EvolutionDescription

isExerciseTime

isExerciseTime(): boolean[]

- Defined in ql/models/marketmodels/callability/nodedataprovider.ts:26
Returns boolean[]

nextStep

nextStep(cs: CurveState): void

- Defined in ql/models/marketmodels/callability/nodedataprovider.ts:20
Parameters
- cs: CurveState
Returns void

numberOfData

numberOfData(): Size[]

- Defined in ql/models/marketmodels/callability/nodedataprovider.ts:14
Returns Size[]

numberOfExercises

numberOfExercises(): Size

- Defined in ql/models/marketmodels/callability/nodedataprovider.ts:11
Returns Size

reset

reset(): void

- Defined in ql/models/marketmodels/callability/nodedataprovider.ts:23
Returns void

values

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

- Defined in ql/models/marketmodels/callability/nodedataprovider.ts:29
Parameters
- cs: CurveState
- results: Real[]
Returns void