Class Integrand

Hierarchy

Integrand

Implements

UnaryFunction<Real, Real>

Index

Constructors

constructor

Properties

Methods

f

Constructors

constructor

new Integrand(payoff: Payoff, s0: Real, drift: Rate, variance: Real): Integrand

- Defined in ql/pricingengines/vanilla/integralengine.ts:68
Parameters
- payoff: Payoff
- s0: Real
- drift: Rate
- variance: Real
Returns Integrand

Properties

Private _drift

_drift: Rate

Private _payoff

_payoff: Payoff

Private _s0

_s0: Real

Private _variance

_variance: Real

Methods

f

f(x: Real): Real

- Defined in ql/pricingengines/vanilla/integralengine.ts:76
Parameters
- x: Real
Returns Real