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quantlib.js

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"ql/experimental/fx/deltavolquote"
DeltaVolQuote
DeltaType

Enumeration DeltaType

Index

Enumeration members

Fwd
PaFwd
PaSpot
Spot

Enumeration members

Fwd

Fwd:

Defined in ql/experimental/fx/deltavolquote.ts:84

PaFwd

PaFwd:

Defined in ql/experimental/fx/deltavolquote.ts:86

PaSpot

PaSpot:

Defined in ql/experimental/fx/deltavolquote.ts:85

Spot

Spot:

Defined in ql/experimental/fx/deltavolquote.ts:83

Globals
"ql/experimental/fx/deltavolquote"

DeltaVolQuote
- AtmType
- DeltaType
  - Fwd
  - PaFwd
  - PaSpot
  - Spot
- _atmType
- _delta
- _deltaType
- _isDisposed
- _maturity
- _observables
- _observers
- _vol
- deepUpdate
- dispose
- isDisposed
- notifyObservers
- registerObserver
- registerWith
- registerWithObservables
- unregisterObserver
- unregisterWith
- unregisterWithAll
- atmType
- delta
- deltaType
- init1
- init2
- isValid
- maturity
- update
- value

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