QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Private Attributes | List of all members
AlphaFormLinearHyperbolic Class Reference

#include <alphaformconcrete.hpp>

+ Inheritance diagram for AlphaFormLinearHyperbolic:
+ Collaboration diagram for AlphaFormLinearHyperbolic:

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< Timetimes_
 
Real alpha_
 

Detailed Description

Definition at line 40 of file alphaformconcrete.hpp.

Constructor & Destructor Documentation

◆ AlphaFormLinearHyperbolic()

AlphaFormLinearHyperbolic ( std::vector< Time times,
Real  alpha = 0.0 
)

Definition at line 38 of file alphaformconcrete.cpp.

◆ ~AlphaFormLinearHyperbolic()

~AlphaFormLinearHyperbolic ( )
overridedefault

Member Function Documentation

◆ operator()()

Real operator() ( Integer  i) const
overridevirtual

Implements AlphaForm.

Definition at line 41 of file alphaformconcrete.cpp.

◆ setAlpha()

void setAlpha ( Real  alpha_)
overridevirtual

Implements AlphaForm.

Definition at line 50 of file alphaformconcrete.cpp.

Member Data Documentation

◆ times_

std::vector<Time> times_
private

Definition at line 48 of file alphaformconcrete.hpp.

◆ alpha_

Real alpha_
private

Definition at line 49 of file alphaformconcrete.hpp.