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 98 of file conundrumpricer.hpp.

Constructor & Destructor Documentation

GFunctionStandard()

GFunctionStandard	(	Size	q,
		Real	delta,
		Size	swapLength
	)

Definition at line 100 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 110 of file conundrumpricer.hpp.

delta_

Real delta_

protected

Definition at line 113 of file conundrumpricer.hpp.

swapLength_

Size swapLength_

protected

Definition at line 115 of file conundrumpricer.hpp.