External module "ql/experimental/finitedifferences/hestonrndcalculator"

Index

Classes

Functions

Functions

gamma

gamma(p: HestonParams, p_x: Real): Complex

- Defined in ql/experimental/finitedifferences/hestonrndcalculator.ts:129
Parameters
- p: HestonParams
- p_x: Real
Returns Complex

getHestonParams

getHestonParams(process: HestonProcess): HestonParams

- Defined in ql/experimental/finitedifferences/hestonrndcalculator.ts:121
Parameters
- process: HestonProcess
Returns HestonParams

omega

omega(p: HestonParams, p_x: Real): Complex

- Defined in ql/experimental/finitedifferences/hestonrndcalculator.ts:134
Parameters
- p: HestonParams
- p_x: Real
Returns Complex