Module Traits

Index

Functions

Functions

defaultcurve

defaultcurve(t: Traits): DefaultCurve

- Defined in ql/termstructures/traits.ts:57
Parameters
- t: Traits
Returns DefaultCurve

guess

guess(t: Traits, i: Size, c: Curve, validData: boolean, s: Size): Real

- Defined in ql/termstructures/traits.ts:187
Parameters
- t: Traits
- i: Size
- c: Curve
- validData: boolean
- s: Size
Returns Real

inflationcurve

inflationcurve(t: Traits): InflationCurve

- Defined in ql/termstructures/traits.ts:39
Parameters
- t: Traits
Returns InflationCurve

initialDate

initialDate(t: Traits, c: Curve): Date

- Defined in ql/termstructures/traits.ts:69
Parameters
- t: Traits
- c: Curve
Returns Date

initialValue

initialValue(t: Traits, c: Curve): Real

- Defined in ql/termstructures/traits.ts:91
Parameters
- t: Traits
- c: Curve
Returns Real

maxIterations

maxIterations(t: Traits): Size

- Defined in ql/termstructures/traits.ts:113
Parameters
- t: Traits
Returns Size

maxValueAfter

maxValueAfter(t: Traits, i: Size, c: Curve, validData: boolean, s: Size): Real

- Defined in ql/termstructures/traits.ts:161
Parameters
- t: Traits
- i: Size
- c: Curve
- validData: boolean
- s: Size
Returns Real

minValueAfter

minValueAfter(t: Traits, i: Size, c: Curve, validData: boolean, s: Size): Real

- Defined in ql/termstructures/traits.ts:135
Parameters
- t: Traits
- i: Size
- c: Curve
- validData: boolean
- s: Size
Returns Real

updateGuess

updateGuess(t: Traits, data: Real[], discount: Real, i: Size): void

- Defined in ql/termstructures/traits.ts:210
Parameters
- t: Traits
- data: Real[]
- discount: Real
- i: Size
Returns void

volatilitycurve

volatilitycurve(t: Traits): VolatilityCurve

- Defined in ql/termstructures/traits.ts:49
Parameters
- t: Traits
Returns VolatilityCurve

yieldcurve

yieldcurve(t: Traits): YieldCurve

- Defined in ql/termstructures/traits.ts:27
Parameters
- t: Traits
Returns YieldCurve