Class Impl

Hierarchy

Impl
- Impl

Index

Constructors

constructor

Properties

Methods

value

Constructors

constructor

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

Overrides Impl.constructor
- Defined in ql/models/shortrate/twofactormodels/g2.ts:246
Parameters
- termStructure: Handle<YieldTermStructure>
- a: Real
- sigma: Real
- b: Real
- eta: Real
- rho: Real
Returns Impl

Properties

Private _a

_a: Real

Private _b

_b: Real

Private _eta

_eta: Real

Private _rho

_rho: 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/twofactormodels/g2.ts:259
Parameters
- x: Real[]
- t: Time
Returns Real