QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <kahalesmilesection.hpp>
Public Member Functions | |
sHelper1 (Real k1, Real c0, Real c1, Real c1p) | |
Real | operator() (Real s) const |
Public Attributes | |
Real | k1_ |
Real | c0_ |
Real | c1_ |
Real | c1p_ |
Real | f_ |
Real | b_ |
Definition at line 113 of file kahalesmilesection.hpp.
Definition at line 114 of file kahalesmilesection.hpp.
Definition at line 116 of file kahalesmilesection.hpp.
Real k1_ |
Definition at line 126 of file kahalesmilesection.hpp.
Real c0_ |
Definition at line 126 of file kahalesmilesection.hpp.
Real c1_ |
Definition at line 126 of file kahalesmilesection.hpp.
Real c1p_ |
Definition at line 126 of file kahalesmilesection.hpp.
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mutable |
Definition at line 127 of file kahalesmilesection.hpp.
Real b_ |
Definition at line 127 of file kahalesmilesection.hpp.