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Hierarchy

  • rStarFinder

Implements

Index

Constructors

Properties

Methods

Constructors

constructor

Properties

Private _amounts

_amounts: Real[]

Private _maturity

_maturity: Time

Private _model

Private _strike

_strike: Real

Private _times

_times: Time[]

Private _valueTime

_valueTime: Time

Methods

f

  • Parameters

    Returns Real