Class u_Max

Hierarchy

u_Max

Implements

UnaryFunction<Real, Real>

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new u_Max(c_inf: Real, epsilon: Real): u_Max

- Defined in ql/pricingengines/vanilla/analytichestonengine.ts:914
Parameters
- c_inf: Real
- epsilon: Real
Returns u_Max

Properties

Private _c_inf

_c_inf: Real

Private _evaluations

_evaluations: Size

Private _logEpsilon

_logEpsilon: Real

Methods

evaluations

evaluations(): Size

- Defined in ql/pricingengines/vanilla/analytichestonengine.ts:927
Returns Size

f

f(u: Real): Real

- Defined in ql/pricingengines/vanilla/analytichestonengine.ts:922
Parameters
- u: Real
Returns Real