AbcdSquared Class Reference

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

Collaboration diagram for AbcdSquared:

Public Member Functions
	AbcdSquared (Real a, Real b, Real c, Real d, Time T, Time S)
Real	operator() (Time t) const

Public Attributes
QL_DEPRECATED typedef Real	argument_type
QL_DEPRECATED typedef Real	result_type

Private Attributes
ext::shared_ptr< AbcdFunction >	abcd_
Time	T_
Time	S_

Detailed Description

Definition at line 93 of file abcd.hpp.

Constructor & Destructor Documentation

AbcdSquared()

AbcdSquared	(	Real	a,
		Real	b,
		Real	c,
		Real	d,
		Time	T,
		Time	S
	)

Definition at line 99 of file abcd.cpp.

Member Function Documentation

operator()()

Real operator()

(

Time

t

)

const

Definition at line 103 of file abcd.cpp.

Member Data Documentation

argument_type

QL_DEPRECATED typedef Real argument_type

Deprecated:

Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 100 of file abcd.hpp.

result_type

QL_DEPRECATED typedef Real result_type

Deprecated:

Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 106 of file abcd.hpp.

abcd_

ext::shared_ptr<AbcdFunction> abcd_

private

Definition at line 112 of file abcd.hpp.

T_

Time T_

private

Definition at line 113 of file abcd.hpp.

S_

Time S_

private

Definition at line 113 of file abcd.hpp.