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quantlib.js
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"ql/termstructures/volatility/kahalesmilesection"
sHelper
Class sHelper
Hierarchy
sHelper
Index
Constructors
constructor
Properties
_c0
_c0p
_f
_k0
Methods
f
Constructors
constructor
new s
Helper
(
k0
:
Real
, c0
:
Real
, c0p
:
Real
)
:
sHelper
Parameters
k0:
Real
c0:
Real
c0p:
Real
Returns
sHelper
Properties
_c0
_c0
:
Real
_c0p
_c0p
:
Real
_f
_f
:
Real
_k0
_k0
:
Real
Methods
f
f
(
s
:
Real
)
:
Real
Parameters
s:
Real
Returns
Real
Globals
"ql/termstructures/volatility/kahalesmilesection"
Kahale
Smile
Section
a
Helper
c
Function
s
Helper
constructor
_c0
_c0p
_f
_k0
f
s
Helper1
QL_
KAHALE_
ACC
QL_
KAHALE_
EPS
QL_
KAHALE_
FMAX
QL_
KAHALE_
SMAX