Gaussian1dSwaptionVolatility::DateHelper Class Reference

Collaboration diagram for Gaussian1dSwaptionVolatility::DateHelper:

Public Member Functions
	DateHelper (const TermStructure &ts, const Time t)
Real	operator() (Real date) const
Real	derivative (Real date) const

Public Attributes
const TermStructure &	ts_
const Time	t_

Detailed Description

Definition at line 70 of file gaussian1dswaptionvolatility.hpp.

Constructor & Destructor Documentation

DateHelper()

DateHelper	(	const TermStructure &	ts,
		const Time	t
	)

Definition at line 72 of file gaussian1dswaptionvolatility.hpp.

Member Function Documentation

operator()()

Real operator()

(

Real

date

)

const

Definition at line 73 of file gaussian1dswaptionvolatility.hpp.

Here is the call graph for this function:

derivative()

Real derivative

(

Real

date

)

const

Definition at line 81 of file gaussian1dswaptionvolatility.hpp.

Member Data Documentation

ts_

const TermStructure& ts_

Definition at line 85 of file gaussian1dswaptionvolatility.hpp.

t_

const Time t_

Definition at line 86 of file gaussian1dswaptionvolatility.hpp.