QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | Public Attributes | List of all members
KahaleSmileSection::sHelper Struct Reference

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

+ Collaboration diagram for KahaleSmileSection::sHelper:

Public Member Functions

 sHelper (Real k0, Real c0, Real c0p)
 
Real operator() (Real s) const
 

Public Attributes

Real k0_
 
Real c0_
 
Real c0p_
 
Real f_
 

Detailed Description

Definition at line 98 of file kahalesmilesection.hpp.

Constructor & Destructor Documentation

◆ sHelper()

sHelper ( Real  k0,
Real  c0,
Real  c0p 
)

Definition at line 99 of file kahalesmilesection.hpp.

Member Function Documentation

◆ operator()()

Real operator() ( Real  s) const

Definition at line 100 of file kahalesmilesection.hpp.

Member Data Documentation

◆ k0_

Real k0_

Definition at line 109 of file kahalesmilesection.hpp.

◆ c0_

Real c0_

Definition at line 109 of file kahalesmilesection.hpp.

◆ c0p_

Real c0p_

Definition at line 109 of file kahalesmilesection.hpp.

◆ f_

Real f_
mutable

Definition at line 110 of file kahalesmilesection.hpp.