KahaleSmileSection::cFunction Struct Reference

#include <ql/termstructures/volatility/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_

Detailed Description

Definition at line 56 of file kahalesmilesection.hpp.

Constructor & Destructor Documentation

cFunction() [1/2]

cFunction	(	Real	f,
		Real	s,
		Real	a,
		Real	b
	)

Definition at line 59 of file kahalesmilesection.hpp.

cFunction() [2/2]

cFunction	(	Real	a,
		Real	b
	)

Definition at line 61 of file kahalesmilesection.hpp.

Member Function Documentation

operator()()

Real operator()

(

Real

k

)

const

Definition at line 62 of file kahalesmilesection.hpp.

Member Data Documentation

f_

Real f_

Definition at line 73 of file kahalesmilesection.hpp.

s_

Real s_

Definition at line 73 of file kahalesmilesection.hpp.

a_

Real a_

Definition at line 73 of file kahalesmilesection.hpp.

b_

Real b_

Definition at line 73 of file kahalesmilesection.hpp.

exponential_

const bool exponential_

Definition at line 74 of file kahalesmilesection.hpp.