AnalyticCEVEngine Class Reference

#include <ql/pricingengines/vanilla/analyticcevengine.hpp>

Inheritance diagram for AnalyticCEVEngine:

Collaboration diagram for AnalyticCEVEngine:

Public Member Functions
	AnalyticCEVEngine (Real f0, Real alpha, Real beta, Handle< YieldTermStructure > discountCurve)
void	calculate () const override

Private Attributes
const ext::shared_ptr< CEVCalculator >	calculator_
const Handle< YieldTermStructure >	discountCurve_

Detailed Description

Definition at line 62 of file analyticcevengine.hpp.

Constructor & Destructor Documentation

AnalyticCEVEngine()

AnalyticCEVEngine	(	Real	f0,
		Real	alpha,
		Real	beta,
		Handle< YieldTermStructure >	discountCurve
	)

Definition at line 86 of file analyticcevengine.cpp.

Member Function Documentation

calculate()

void calculate ( ) const

override

Definition at line 95 of file analyticcevengine.cpp.

Member Data Documentation

calculator_

const ext::shared_ptr<CEVCalculator> calculator_

private

Definition at line 69 of file analyticcevengine.hpp.

discountCurve_

const Handle<YieldTermStructure> discountCurve_

private

Definition at line 70 of file analyticcevengine.hpp.