QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
Loading...
Searching...
No Matches
Public Member Functions | Public Attributes | List of all members
KahaleSmileSection::sHelper1 Struct Reference

#include <ql/termstructures/volatility/kahalesmilesection.hpp>

+ Collaboration diagram for KahaleSmileSection::sHelper1:

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_
 

Detailed Description

Definition at line 113 of file kahalesmilesection.hpp.

Constructor & Destructor Documentation

◆ sHelper1()

sHelper1 ( Real  k1,
Real  c0,
Real  c1,
Real  c1p 
)

Definition at line 114 of file kahalesmilesection.hpp.

Member Function Documentation

◆ operator()()

Real operator() ( Real  s) const

Definition at line 116 of file kahalesmilesection.hpp.

Member Data Documentation

◆ k1_

Real k1_

Definition at line 126 of file kahalesmilesection.hpp.

◆ c0_

Real c0_

Definition at line 126 of file kahalesmilesection.hpp.

◆ c1_

Real c1_

Definition at line 126 of file kahalesmilesection.hpp.

◆ c1p_

Real c1p_

Definition at line 126 of file kahalesmilesection.hpp.

◆ f_

Real f_
mutable

Definition at line 127 of file kahalesmilesection.hpp.

◆ b_

Real b_

Definition at line 127 of file kahalesmilesection.hpp.