Class Impl

Hierarchy

Impl
- Impl

Index

Constructors

constructor

Properties

Methods

value

Constructors

constructor

new Impl(termStructure: Handle<YieldTermStructure>, theta: Real, k: Real, sigma: Real, x0: Real): Impl

Overrides Impl.constructor
- Defined in ql/models/shortrate/onefactormodels/extendedcoxingersollross.ts:194
Parameters
- termStructure: Handle<YieldTermStructure>
- theta: Real
- k: Real
- sigma: Real
- x0: Real
Returns Impl

Properties

Private _k

_k: Real

Private _sigma

_sigma: Real

Private _termStructure

_termStructure: Handle<YieldTermStructure>

Private _theta

_theta: Real

Private _x0

_x0: Real

Methods

value

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

Overrides Impl.value
- Defined in ql/models/shortrate/onefactormodels/extendedcoxingersollross.ts:206
Parameters
- x: Real[]
- t: Time
Returns Real