Class AlphaFormInverseLinear

Hierarchy

AlphaForm
- AlphaFormInverseLinear

Implements

UnaryFunction<Integer, Real>

Index

Constructors

constructor

Properties

Methods

f
setAlpha

Constructors

constructor

new AlphaFormInverseLinear(times: Time[], alpha?: Real): AlphaFormInverseLinear

- Defined in ql/models/marketmodels/models/alphaformconcrete.ts:10
Parameters
- times: Time[]
- Default value alpha: Real = 0
Returns AlphaFormInverseLinear

Properties

Private _alpha

_alpha: Real

Private _times

_times: Time[]

Methods

f

f(i: Integer): Real

Overrides AlphaForm.f
- Defined in ql/models/marketmodels/models/alphaformconcrete.ts:17
Parameters
- i: Integer
Returns Real

setAlpha

setAlpha(alpha: Real): void

Overrides AlphaForm.setAlpha
- Defined in ql/models/marketmodels/models/alphaformconcrete.ts:21
Parameters
- alpha: Real
Returns void