Class AP_Helper

Hierarchy

AP_Helper

Index

Constructors

constructor

Properties

Methods

f

Constructors

constructor

new AP_Helper(term: Time, s0: Real, strike: Real, ratio: Real, sigmaBS: Volatility, enginePtr: AnalyticPTDHestonEngine): AP_Helper

- Defined in ql/pricingengines/vanilla/analyticptdhestonengine.ts:499
Parameters
- term: Time
- s0: Real
- strike: Real
- ratio: Real
- sigmaBS: Volatility
- enginePtr: AnalyticPTDHestonEngine
Returns AP_Helper

Properties

Private _dd

_dd: Real

Private _enginePtr

_enginePtr: AnalyticPTDHestonEngine

Private _sigmaBS

_sigmaBS: Volatility

Private _sx

_sx: Real

Private _term

_term: Time

Private _x

_x: Real

Methods

f

f(u: Real): Real

- Defined in ql/pricingengines/vanilla/analyticptdhestonengine.ts:514
Parameters
- u: Real
Returns Real