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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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#include <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_ |
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.