Class NumericalImpl

Hierarchy

Impl
- NumericalImpl

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new NumericalImpl(termStructure: Handle<YieldTermStructure>): NumericalImpl

Overrides Impl.constructor
- Defined in ql/models/parameter.ts:177
Parameters
- termStructure: Handle<YieldTermStructure>
Returns NumericalImpl

Properties

Private _termStructure

_termStructure: Handle<YieldTermStructure>

Private _times

_times: Time[]

Private _values

_values: Real[]

Methods

change

change(x: Real): void

- Defined in ql/models/parameter.ts:190
Parameters
- x: Real
Returns void

reset

reset(): void

- Defined in ql/models/parameter.ts:194
Returns void

set

set(t: Time, x: Real): void

- Defined in ql/models/parameter.ts:185
Parameters
- t: Time
- x: Real
Returns void

termStructure

termStructure(): Handle<YieldTermStructure>

- Defined in ql/models/parameter.ts:207
Returns Handle<YieldTermStructure>

value

value(x: Real[], t: Time): Real

Overrides Impl.value
- Defined in ql/models/parameter.ts:199
Parameters
- x: Real[]
- t: Time
Returns Real