Class SolvingFunction

Hierarchy

SolvingFunction

Implements

UnaryFunction<Real, Real>

Index

Constructors

constructor

Properties

_Bb
_lambda

Methods

f

Constructors

constructor

new SolvingFunction(lambda: Real[], Bb: Real[]): SolvingFunction

- Defined in ql/models/shortrate/twofactormodels/g2.ts:405
Parameters
- lambda: Real[]
- Bb: Real[]
Returns SolvingFunction

Properties

Private _Bb

_Bb: Real[]

Private _lambda

_lambda: Real[]

Methods

f

f(y: Real): Real

- Defined in ql/models/shortrate/twofactormodels/g2.ts:412
Parameters
- y: Real
Returns Real