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quantlib.js

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"ql/pricingengines/vanilla/batesengine"
BatesDoubleExpEngine
ComplexLogFormula

Enumeration ComplexLogFormula

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Enumeration members

AndersenPiterbarg
BranchCorrection
Gatheral

Enumeration members

AndersenPiterbarg

AndersenPiterbarg:

Defined in ql/pricingengines/vanilla/analytichestonengine.ts:337

BranchCorrection

BranchCorrection:

Defined in ql/pricingengines/vanilla/analytichestonengine.ts:337

Gatheral

Gatheral:

Defined in ql/pricingengines/vanilla/analytichestonengine.ts:337

Globals
"ql/pricingengines/vanilla/batesengine"

BatesDetJumpEngine
BatesDoubleExpDetJumpEngine

BatesDoubleExpEngine
- ComplexLogFormula
- AP_Helper
- Fj_Helper
- Integration
- constructor
- _arguments
- _isDisposed
- _model
- _observables
- _observers
- _results
- deepUpdate
- dispose
- isDisposed
- notifyObservers
- registerObserver
- registerWith
- registerWithObservables
- unregisterObserver
- unregisterWith
- unregisterWithAll
- addOnTerm
- aheInit1
- aheInit2
- aheInit3
- bdeeInit1
- bdeeInit2
- calculate
- chF
- getArguments
- getResults
- init1
- init2
- lnChF
- numberOfEvaluations
- reset
- update
- doCalculation

BatesEngine

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