GFunctionFactory::GFunctionWithShifts::ObjectiveFunction Class Reference

Collaboration diagram for GFunctionFactory::GFunctionWithShifts::ObjectiveFunction:

Public Member Functions
virtual	~ObjectiveFunction ()=default
	ObjectiveFunction (const GFunctionWithShifts &o, const Real Rs)
virtual Real	operator() (const Real &x) const
Real	derivative (const Real &x) const
void	setSwapRateValue (Real x)
const GFunctionWithShifts &	gFunctionWithShifts () const

Private Attributes
const GFunctionWithShifts &	o_
Real	Rs_
Real	derivative_

Detailed Description

Definition at line 160 of file conundrumpricer.hpp.

Constructor & Destructor Documentation

~ObjectiveFunction()

virtual ~ObjectiveFunction ( )

virtualdefault

ObjectiveFunction()

ObjectiveFunction	(	const GFunctionWithShifts &	o,
		const Real	Rs
	)

Definition at line 166 of file conundrumpricer.hpp.

Member Function Documentation

operator()()

Real operator() ( const Real &  x ) const

virtual

Definition at line 902 of file conundrumpricer.cpp.

derivative()

Real derivative

(

const Real &

x

)

const

Definition at line 921 of file conundrumpricer.cpp.

setSwapRateValue()

void setSwapRateValue

(

Real

x

)

Definition at line 925 of file conundrumpricer.cpp.

gFunctionWithShifts()

const GFunctionWithShifts & gFunctionWithShifts

(

)

const

Definition at line 170 of file conundrumpricer.hpp.

Member Data Documentation

o_

const GFunctionWithShifts& o_

private

Definition at line 161 of file conundrumpricer.hpp.

Rs_

Real Rs_

private

Definition at line 162 of file conundrumpricer.hpp.

derivative_

Real derivative_

mutableprivate

Definition at line 163 of file conundrumpricer.hpp.