External module "ql/models/marketmodels/callability/collectnodedata"

Index

Type aliases

CashFlow

Functions

collectNodeData

Type aliases

CashFlow

CashFlow: CashFlow

Functions

collectNodeData

collectNodeData(evolver: MarketModelEvolver, product: MarketModelMultiProduct, dataProvider: MarketModelNodeDataProvider, rebate: MarketModelExerciseValue, control: MarketModelExerciseValue, numberOfPaths: Size, collectedData: NodeData[][]): void

- Defined in ql/models/marketmodels/callability/collectnodedata.ts:20
Parameters
- evolver: MarketModelEvolver
- product: MarketModelMultiProduct
- dataProvider: MarketModelNodeDataProvider
- rebate: MarketModelExerciseValue
- control: MarketModelExerciseValue
- numberOfPaths: Size
- collectedData: NodeData[][]
Returns void