Class Impl

Hierarchy

Impl
- Impl

Index

Constructors

constructor

Properties

Methods

value

Constructors

constructor

new Impl(termStructure: Handle<YieldTermStructure>, a: Real, sigma: Real): Impl

Overrides Impl.constructor
- Defined in ql/models/shortrate/onefactormodels/hullwhite.ts:242
Parameters
- termStructure: Handle<YieldTermStructure>
- a: Real
- sigma: Real
Returns Impl

Properties

Private _a

_a: Real

Private _sigma

_sigma: Real

Private _termStructure

_termStructure: Handle<YieldTermStructure>

Methods

value

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

Overrides Impl.value
- Defined in ql/models/shortrate/onefactormodels/hullwhite.ts:251
Parameters
- x: Real[]
- t: Time
Returns Real