Search

Preparing search index...
The search index is not available

quantlib.js

Options

All

Public
Public/Protected
All

Inherited Externals Only exported

Menu

Globals
"ql/models/volatility/garch"
Garch11
byRef

Interface byRef

Hierarchy

byRef

Index

Properties

alpha
beta
omega

Properties

alpha

alpha: Real

Defined in ql/models/volatility/garch.ts:759

beta

beta: Real

Defined in ql/models/volatility/garch.ts:760

omega

omega: Real

Defined in ql/models/volatility/garch.ts:761

Globals
"ql/models/volatility/garch"

FitAcfConstraint
FitAcfProblem

Garch11
- Mode
- byRef
  - alpha
  - beta
  - omega
- _alpha
- _beta
- _gamma
- _logLikelihood
- _mode
- _vl
- isDisposed
- alpha
- beta
- calculate1
- calibrate1
- calibrate2
- calibrate3
- calibrate4
- calibrate5
- calibrate6
- costFunction2
- dispose
- forecast
- init1
- init2
- logLikelihood
- ltVol
- mode
- omega
- calculate2
- calibrate1_r2
- calibrate2_r2
- calibrate3_r2
- calibrate4_r2
- calibrate5_r2
- calibrate6_r2
- costFunction1
- to_r2

Garch11Constraint
Garch11CostFunction
tol_level
initialGuess1
initialGuess2

Legend

Module
Object literal
Variable
Function
Function with type parameter
Index signature
Type alias
Type alias with type parameter

Enumeration
Enumeration member
Property
Method

Interface
Interface with type parameter
Constructor
Property
Method
Index signature

Class
Class with type parameter
Constructor
Property
Method
Accessor
Index signature

Inherited constructor
Inherited property
Inherited method
Inherited accessor

Protected property
Protected method
Protected accessor

Private property
Private method
Private accessor

Static property
Static method