QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <alphaformconcrete.hpp>
Public Member Functions | |
AlphaFormLinearHyperbolic (std::vector< Time > times, Real alpha=0.0) | |
~AlphaFormLinearHyperbolic () override=default | |
Real | operator() (Integer i) const override |
void | setAlpha (Real alpha_) override |
Public Member Functions inherited from AlphaForm | |
virtual | ~AlphaForm ()=default |
virtual Real | operator() (Integer i) const =0 |
virtual void | setAlpha (Real alpha)=0 |
Private Attributes | |
std::vector< Time > | times_ |
Real | alpha_ |
Definition at line 40 of file alphaformconcrete.hpp.
AlphaFormLinearHyperbolic | ( | std::vector< Time > | times, |
Real | alpha = 0.0 |
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) |
Definition at line 38 of file alphaformconcrete.cpp.
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overridedefault |
Implements AlphaForm.
Definition at line 41 of file alphaformconcrete.cpp.
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overridevirtual |
Implements AlphaForm.
Definition at line 50 of file alphaformconcrete.cpp.
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private |
Definition at line 48 of file alphaformconcrete.hpp.
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private |
Definition at line 49 of file alphaformconcrete.hpp.