Class Helper

Hierarchy

Helper

Implements

UnaryFunction<Real, Real>

Index

Constructors

constructor

Properties

Methods

f

Constructors

constructor

new Helper(i: Size, discountBondPrice: Real, theta: NumericalImpl, tree: ShortRateTree): Helper

- Defined in ql/models/shortrate/onefactormodel.ts:133
Parameters
- i: Size
- discountBondPrice: Real
- theta: NumericalImpl
- tree: ShortRateTree
Returns Helper

Properties

Private _discountBondPrice

_discountBondPrice: Real

Private _i

_i: Size

Private _size

_size: Size

Private _statePrices

_statePrices: Real[]

Private _theta

_theta: NumericalImpl

Private _tree

_tree: ShortRateTree

Methods

f

f(theta: Real): Real

- Defined in ql/models/shortrate/onefactormodel.ts:148
Parameters
- theta: Real
Returns Real