Class uHat_Max

Hierarchy

uHat_Max

Implements

UnaryFunction<Real, Real>

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new uHat_Max(v0T2: Real, epsilon: Real): uHat_Max

- Defined in ql/pricingengines/vanilla/analytichestonengine.ts:938
Parameters
- v0T2: Real
- epsilon: Real
Returns uHat_Max

Properties

Private _evaluations

_evaluations: Size

Private _logEpsilon

_logEpsilon: Real

Private _v0T2

_v0T2: Real

Methods

evaluations

evaluations(): Size

- Defined in ql/pricingengines/vanilla/analytichestonengine.ts:950
Returns Size

f

f(u: Real): Real

- Defined in ql/pricingengines/vanilla/analytichestonengine.ts:945
Parameters
- u: Real
Returns Real