AlphaFormLinearHyperbolic Class Reference

#include <ql/models/marketmodels/models/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< Time >	times_
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.