MarkovFunctional::ZeroHelper Class Reference

Collaboration diagram for MarkovFunctional::ZeroHelper:

Public Member Functions
	ZeroHelper (const MarkovFunctional *model, const Date &expiry, const CalibrationPoint &p, const Real marketPrice)
Real	operator() (Real strike) const

Public Attributes
const MarkovFunctional *	model_
const Real	marketPrice_
const Date &	expiry_
const CalibrationPoint &	p_

Detailed Description

Definition at line 480 of file markovfunctional.hpp.

Constructor & Destructor Documentation

ZeroHelper()

ZeroHelper	(	const MarkovFunctional *	model,
		const Date &	expiry,
		const CalibrationPoint &	p,
		const Real	marketPrice
	)

Definition at line 482 of file markovfunctional.hpp.

Member Function Documentation

operator()()

Real operator()

(

Real

strike

)

const

Definition at line 486 of file markovfunctional.hpp.

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Member Data Documentation

model_

const MarkovFunctional* model_

Definition at line 491 of file markovfunctional.hpp.

marketPrice_

const Real marketPrice_

Definition at line 492 of file markovfunctional.hpp.

expiry_

const Date& expiry_

Definition at line 493 of file markovfunctional.hpp.

p_

const CalibrationPoint& p_

Definition at line 494 of file markovfunctional.hpp.