Class AbcdParametersTransformation

Hierarchy

ParametersTransformation
- AbcdParametersTransformation

Index

Constructors

constructor

Properties

_y

Methods

Constructors

constructor

new AbcdParametersTransformation(): AbcdParametersTransformation

- Defined in ql/termstructures/volatility/abcdcalibration.ts:232
Returns AbcdParametersTransformation

Properties

Private _y

_y: Real[]

Methods

direct

direct(x: Real[]): Real[]

Overrides ParametersTransformation.direct
- Defined in ql/termstructures/volatility/abcdcalibration.ts:239
Parameters
- x: Real[]
Returns Real[]

inverse

inverse(x: Real[]): Real[]

Overrides ParametersTransformation.inverse
- Defined in ql/termstructures/volatility/abcdcalibration.ts:248
Parameters
- x: Real[]
Returns Real[]