|
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
|
#include <kahalesmilesection.hpp>
Collaboration diagram for KahaleSmileSection::cFunction:Public Member Functions | |
| cFunction (Real f, Real s, Real a, Real b) | |
| cFunction (Real a, Real b) | |
| Real | operator() (Real k) const |
Public Attributes | |
| Real | f_ |
| Real | s_ |
| Real | a_ |
| Real | b_ |
| const bool | exponential_ |
Definition at line 56 of file kahalesmilesection.hpp.
Definition at line 61 of file kahalesmilesection.hpp.
Definition at line 62 of file kahalesmilesection.hpp.
| Real f_ |
Definition at line 73 of file kahalesmilesection.hpp.
| Real s_ |
Definition at line 73 of file kahalesmilesection.hpp.
| Real a_ |
Definition at line 73 of file kahalesmilesection.hpp.
| Real b_ |
Definition at line 73 of file kahalesmilesection.hpp.
| const bool exponential_ |
Definition at line 74 of file kahalesmilesection.hpp.