Class DateHelper

Hierarchy

DateHelper

Implements

UnaryFunction<Real, Real>

Index

Constructors

constructor

Properties

_t
_ts

Methods

derivative
f

Constructors

constructor

new DateHelper(ts: TermStructure, t: Time): DateHelper

- Defined in ql/termstructures/volatility/swaption/gaussian1dswaptionvolatility.ts:90
Parameters
- ts: TermStructure
- t: Time
Returns DateHelper

Properties

_t

_t: Time

_ts

_ts: TermStructure

Methods

derivative

derivative(date: Real): Real

- Defined in ql/termstructures/volatility/swaption/gaussian1dswaptionvolatility.ts:105
Parameters
- date: Real
Returns Real

f

f(date: Real): Real

- Defined in ql/termstructures/volatility/swaption/gaussian1dswaptionvolatility.ts:96
Parameters
- date: Real
Returns Real