External module "ql/models/marketmodels/models/alphafinder"

Index

Classes

AlphaFinder

Interfaces

Failed
byRef

Functions

Functions

Bisection

Bisection(target: Real, low: Real, high: Real, tolerance: Real, Value: Function): Real

- Defined in ql/models/marketmodels/models/alphafinder.ts:354
Parameters
- target: Real
- low: Real
- high: Real
- tolerance: Real
- Value: Function
Returns Real

FindHighestOK

FindHighestOK(low: Real, high: Real, tolerance: Real, Value: Function): Real

- Defined in ql/models/marketmodels/models/alphafinder.ts:375
Parameters
- low: Real
- high: Real
- tolerance: Real
- Value: Function
Returns Real

FindLowestOK

FindLowestOK(low: Real, high: Real, tolerance: Real, Value: Function): Real

- Defined in ql/models/marketmodels/models/alphafinder.ts:395
Parameters
- low: Real
- high: Real
- tolerance: Real
- Value: Function
Returns Real

Minimize

Minimize(low: Real, high: Real, tolerance: Real, Value: Function, Condition: Function, failed: Failed): Real

- Defined in ql/models/marketmodels/models/alphafinder.ts:415
Parameters
- low: Real
- high: Real
- tolerance: Real
- Value: Function
- Condition: Function
- failed: Failed
Returns Real