Class Helper

Hierarchy

Helper

Implements

UnaryFunction<Real, Real>

Index

Constructors

constructor

Properties

Methods

f

Constructors

constructor

new Helper(i: Size, xMin: Real, dx: Real, discountBondPrice: Real, tree: ShortRateTree): Helper

- Defined in ql/models/shortrate/onefactormodels/blackkarasinski.ts:115
Parameters
- i: Size
- xMin: Real
- dx: Real
- discountBondPrice: Real
- tree: ShortRateTree
Returns Helper

Properties

Private _discountBondPrice

_discountBondPrice: Real

Private _dt

_dt: Time

Private _dx

_dx: Real

Private _size

_size: Size

Private _statePrices

_statePrices: Real[]

Private _xMin

_xMin: Real

Methods

f

f(theta: Real): Real

- Defined in ql/models/shortrate/onefactormodels/blackkarasinski.ts:127
Parameters
- theta: Real
Returns Real