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Type parameters

  • ValueType

Hierarchy

Implements

Index

Constructors

constructor

Properties

Private _barrier

_barrier: Real

Private _barrierType

_barrierType: Type

Private _diffProcess

_diffProcess: StochasticProcess1D

Private _discounts

_discounts: DiscountFactor[]

Private _payoff

Private _rebate

_rebate: Real

Private _sequenceGen

_sequenceGen: ursg_type

Methods

f

  • Parameters

    Returns Real