GFunctionFactory::GFunctionStandard Class Reference

Inheritance diagram for GFunctionFactory::GFunctionStandard:

Collaboration diagram for GFunctionFactory::GFunctionStandard:

Public Member Functions
	GFunctionStandard (Size q, Real delta, Size swapLength)
Real	operator() (Real x) override
Real	firstDerivative (Real x) override
Real	secondDerivative (Real x) override
Public Member Functions inherited from GFunction
virtual	~GFunction ()=default
virtual Real	operator() (Real x)=0
virtual Real	firstDerivative (Real x)=0
virtual Real	secondDerivative (Real x)=0

Protected Attributes
const int	q_
Real	delta_
Size	swapLength_

Detailed Description

Definition at line 92 of file conundrumpricer.hpp.

Constructor & Destructor Documentation

GFunctionStandard()

GFunctionStandard	(	Size	q,
		Real	delta,
		Size	swapLength
	)

Definition at line 94 of file conundrumpricer.hpp.

Member Function Documentation

operator()()

Real operator() ( Real  x )

overridevirtual

Implements GFunction.

Definition at line 588 of file conundrumpricer.cpp.

firstDerivative()

Real firstDerivative ( Real  x )

overridevirtual

Implements GFunction.

Definition at line 594 of file conundrumpricer.cpp.

secondDerivative()

Real secondDerivative ( Real  x )

overridevirtual

Implements GFunction.

Definition at line 608 of file conundrumpricer.cpp.

Member Data Documentation

q_

const int q_

protected

Definition at line 104 of file conundrumpricer.hpp.

delta_

Real delta_

protected

Definition at line 107 of file conundrumpricer.hpp.

swapLength_

Size swapLength_

protected

Definition at line 109 of file conundrumpricer.hpp.