InterpolatedYoYCapFloorTermPriceSurface< Interpolator2D, Interpolator1D >::ObjectiveFunction Class Reference

#include <ql/experimental/inflation/yoycapfloortermpricesurface.hpp>

Collaboration diagram for InterpolatedYoYCapFloorTermPriceSurface< Interpolator2D, Interpolator1D >::ObjectiveFunction:

Public Member Functions
	ObjectiveFunction (Time t, const Interpolation2D &, const Interpolation2D &)
Real	operator() (Rate guess) const

Protected Attributes
const Time	t_
const Interpolation2D &	a_
const Interpolation2D &	b_

Detailed Description

template<class Interpolator2D, class Interpolator1D>
class QuantLib::InterpolatedYoYCapFloorTermPriceSurface< Interpolator2D, Interpolator1D >::ObjectiveFunction

Definition at line 206 of file yoycapfloortermpricesurface.hpp.

Constructor & Destructor Documentation

ObjectiveFunction()

ObjectiveFunction	(	Time	t,
		const Interpolation2D &	a,
		const Interpolation2D &	b
	)

Definition at line 290 of file yoycapfloortermpricesurface.hpp.

Member Function Documentation

operator()()

Real operator()

(

Rate

guess

)

const

Definition at line 324 of file yoycapfloortermpricesurface.hpp.

Member Data Documentation

t_

const Time t_

protected

Definition at line 211 of file yoycapfloortermpricesurface.hpp.

a_

const Interpolation2D& a_

protected

Definition at line 212 of file yoycapfloortermpricesurface.hpp.

b_

const Interpolation2D & b_

protected

Definition at line 212 of file yoycapfloortermpricesurface.hpp.