Class ZeroHelper

Hierarchy

ZeroHelper

Implements

UnaryFunction<Real, Real>

Index

Constructors

constructor

Properties

Methods

f

Constructors

constructor

new ZeroHelper(model: MarkovFunctional, expiry: Date, p: CalibrationPoint, marketPrice: Real): ZeroHelper

- Defined in ql/models/shortrate/onefactormodels/markovfunctional.ts:1500
Parameters
- model: MarkovFunctional
- expiry: Date
- p: CalibrationPoint
- marketPrice: Real
Returns ZeroHelper

Properties

_expiry

_expiry: Date

_marketPrice

_marketPrice: Real

_model

_model: MarkovFunctional

_p

_p: CalibrationPoint

Methods

f

f(strike: Real): Real

- Defined in ql/models/shortrate/onefactormodels/markovfunctional.ts:1510
Parameters
- strike: Real
Returns Real