QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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alphaformconcrete.hpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2007 Mark Joshi
5
6 This file is part of QuantLib, a free-software/open-source library
7 for financial quantitative analysts and developers - http://quantlib.org/
8
9 QuantLib is free software: you can redistribute it and/or modify it
10 under the terms of the QuantLib license. You should have received a
11 copy of the license along with this program; if not, please email
12 <quantlib-dev@lists.sf.net>. The license is also available online at
13 <http://quantlib.org/license.shtml>.
14
15 This program is distributed in the hope that it will be useful, but WITHOUT
16 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17 FOR A PARTICULAR PURPOSE. See the license for more details.
18*/
19
20#ifndef quantlib_alpha_form_concrete_hpp
21#define quantlib_alpha_form_concrete_hpp
22
24#include <vector>
25
26namespace QuantLib {
27
29 public:
30 AlphaFormInverseLinear(std::vector<Time> times, Real alpha = 0.0);
31 ~AlphaFormInverseLinear() override = default;
32 Real operator()(Integer i) const override;
33 void setAlpha(Real alpha_) override;
34
35 private:
36 std::vector<Time> times_;
38 };
39
41 public:
42 AlphaFormLinearHyperbolic(std::vector<Time> times, Real alpha = 0.0);
43 ~AlphaFormLinearHyperbolic() override = default;
44 Real operator()(Integer i) const override;
45 void setAlpha(Real alpha_) override;
46
47 private:
48 std::vector<Time> times_;
50 };
51
52}
53
54#endif
~AlphaFormInverseLinear() override=default
void setAlpha(Real alpha_) override
Real operator()(Integer i) const override
void setAlpha(Real alpha_) override
Real operator()(Integer i) const override
~AlphaFormLinearHyperbolic() override=default
QL_REAL Real
real number
Definition: types.hpp:50
QL_INTEGER Integer
integer number
Definition: types.hpp:35
Definition: any.hpp:35
Real alpha
Definition: sabr.cpp:200