Class AbcdSquared

Helper class used by unit tests

Hierarchy

AbcdSquared

Implements

UnaryFunction<Time, Real>

Index

Constructors

constructor

Properties

Methods

f

Constructors

constructor

new AbcdSquared(a: Real, b: Real, c: Real, d: Real, T: Time, S: Time): AbcdSquared

- Defined in ql/termstructures/volatility/abcd.ts:170
Parameters
- a: Real
- b: Real
- c: Real
- d: Real
- T: Time
- S: Time
Returns AbcdSquared

Properties

Private _S

_S: Time

Private _T

_T: Time

Private _abcd

_abcd: AbcdFunction

Methods

f

f(t: Time): Real

- Defined in ql/termstructures/volatility/abcd.ts:177
Parameters
- t: Time
Returns Real