functions to construct and use AlphaForm objects.
The first step is to load the QuantLib package.
In[1]:=
Needs["QuantLib`"]
Within the AlphaForm part there are several constructors and member functions available
In[2]:=
Select[Category[AlphaForm],QLConstructor[#]&]
Out[2]=
In[3]:=
Select[Category[AlphaForm],QLMember[#]&]
Out[3]=
AlphaFormInverseLinear
| RateTimes | 0.5,1.0,1.5,2.0,2.5,3.0,3.5,4.0,4.5,5.0,5.5 | rate fixing times. |
| Alpha | 5 | alpha coefficient. |
In[4]:=
In[6]:=
obj=AlphaFormInverseLinear[RateTimes,Alpha]
Out[6]=
AlphaFormLinearHyperbolic
| RateTimes | 0.5,1.0,1.5,2.0,2.5,3.0,3.5,4.0,4.5,5.0,5.5 | rate fixing times. |
| Alpha | 5 | alpha coefficient. |
In[7]:=
In[9]:=
obj=AlphaFormLinearHyperbolic[RateTimes,Alpha]
Out[9]=
| Time | 0 | integer corresponding to i-th time. |
In[10]:=
In[11]:=
AlphaFormOperator[obj,Time]
Out[11]=
AlphaFormSetAlpha
| Alpha | 1 | Alpha parameter value for Alpha Form. |
In[12]:=
In[13]:=
AlphaFormSetAlpha[obj,Alpha]
Out[13]=
