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quantlib.js
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Globals
"std/functional"
UnaryFunction
Interface UnaryFunction<X, Y>
Type parameters
X
Y
Hierarchy
UnaryFunction
Implemented by
AP_Helper
AP_Helper
AP_Helper
AP_Helper
AbcdFunction
AbcdMathFunction
AbcdSquared
AlphaForm
AlphaFormInverseLinear
AlphaFormLinearHyperbolic
ArithmeticAPOPathPricer
ArithmeticASOPathPricer
AssetOrNothingPayoff
AverageBasketPayoff
BarrierPathPricer
BasketPayoff
BiasedBarrierPathPricer
BinomialDistribution
BinomialProbabilityOfAtLeastNEvents
BlackDeltaPremiumAdjustedMaxStrikeClass
BlackDeltaPremiumAdjustedSolverClass
BlackImpliedStdDevHelper
BootstrapError
CashOrNothingPayoff
CeilingTruncation
CloseEnoughComparator
ClosestRounding
ConstantParameter
ConundrumIntegrand
CpxPv_Helper
CumulativeBehrensFisher
CumulativeBinomialDistribution
CumulativeChiSquareDistribution
CumulativeGammaDistribution
CumulativeNonCentralChiSquareDistribution
CumulativeNormalDistribution
CumulativePoissonDistribution
CumulativeStudentDistribution
Curve
DateHelper
DigitalPathPricer
DividendAdder
DoubleStickyRatchetPayoff
DownRounding
ErrorFunction
EuropeanGJRGARCHPathPricer
EuropeanHestonPathPricer
EuropeanMultiPathPricer
EuropeanPathPricer
EuropeanPathPricer
EverestMultiPathPricer
FittingParameter
FittingParameter
FittingParameter
Fj_Helper
Fj_Helper
Fj_Helper
Fj_Helper
Fj_Helper
FloatingTypePayoff
FloorTruncation
ForwardTypePayoff
Function
GFunction
GFunctionExactYield
GFunctionStandard
GFunctionWithShifts
GapPayoff
GaussianKernel
GeometricAPOPathPricer
Helper
Helper
HestonHullWhitePathPricer
HimalayaMultiPathPricer
HullWhiteCapFloorPricer
IdenticalPayoff
ImpliedCapVolHelper
ImpliedSpotHelper
ImpliedSwaptionVolHelper
ImpliedVolHelper
ImpliedVolHelper
ImpliedVolHelper
ImpliedVolatilityHelper
Integrand
Integrand
IntegroIntegrand
IntegroIntegrand
InverseCumulativeBehrensFisher
InverseCumulativeNonCentralChiSquare
InverseCumulativeNormal
InverseCumulativePoisson
InverseCumulativeStudent
IrrFinder
KernelFunction
LinearFct
LongstaffSchwartzMultiPathPricer
LongstaffSchwartzPathPricer
LongstaffSchwartzPathPricer
MaddockCumulativeNormal
MaddockInverseCumulativeNormal
MaxBasketPayoff
MinBasketPayoff
MonomialFct
MoroInverseCumulativeNormal
MultiDimFct
NPVSpreadHelper
NPVSpreadHelper
NonCentralChiSquareDistribution
NormalDistribution
NullParameter
NullPayoff
NumericalDifferentiation
OASHelper
ObjectiveFunction
ObjectiveFunction
ObjectiveFunction
ObjectiveFunction
ObjectiveFunction
ObjectiveFunction
Parameter
PathPricer
Payoff
PercentageStrikePayoff
PerformanceOptionPathPricer
PiecewiseConstantParameter
PlainVanillaPayoff
PoissonDistribution
PriceError
PriceHelper
ProbabilityOfAtLeastNEvents
ProbabilityOfNEvents
QuickCap
RatchetMaxPayoff
RatchetMinPayoff
RatchetPayoff
RichardsonEqn
Rounding
SolvingFunction
SpreadBasketPayoff
StickyMaxPayoff
StickyMinPayoff
StickyPayoff
StochasticCollocationInvCDF
StrikedTypePayoff
StudentDistribution
SuperFundPayoff
SuperSharePayoff
SwaptionPricingFunction
TermStructureFittingParameter
TestCurve
TypePayoff
UpRounding
VanillaForwardPayoff
Var_Helper
Var_Helper
VariancePathPricer
VegaRatioHelper
ZSpreadFinder
ZeroHelper
aHelper
alpha_adapter
cFunction
constant
cos
cube
everywhere
fourth_power
identity
integrand
integrand1
integrand2
integrand3
integrand_f
integrand_f
interpolated_volatility
mapped_payoff
nowhere
payoff_adapter
quadratic
rStarFinder
rStarFinder
remapper
sigmaq_adapter
sin
square
t_remapper
uHat_Max
u_Max
Index
Methods
d
d2
f
Methods
Optional
d
d
(
x
:
X
)
:
Y
Parameters
x:
X
Returns
Y
Optional
d2
d2
(
x
:
X
)
:
Y
Parameters
x:
X
Returns
Y
f
f
(
x
:
X
)
:
Y
Parameters
x:
X
Returns
Y
Globals
"std/functional"
Binary
Function
Denary
Function
Novenary
Function
Nullary
Function
Octonary
Function
Quaternary
Function
Quinary
Function
Senary
Function
Septenary
Function
Ternary
Function
Unary
Function
d
d2
f