GFunction Class Reference

#include <ql/cashflows/conundrumpricer.hpp>

Inheritance diagram for GFunction:

Collaboration diagram for GFunction:

Public Member Functions
virtual	~GFunction ()=default
virtual Real	operator() (Real x)=0
virtual Real	firstDerivative (Real x)=0
virtual Real	secondDerivative (Real x)=0

Detailed Description

Definition at line 70 of file conundrumpricer.hpp.

Constructor & Destructor Documentation

~GFunction()

virtual ~GFunction ( )

virtualdefault

Member Function Documentation

operator()()

virtual Real operator() ( Real  x )

pure virtual

Implemented in GFunctionFactory::GFunctionStandard, GFunctionFactory::GFunctionExactYield, and GFunctionFactory::GFunctionWithShifts.

firstDerivative()

virtual Real firstDerivative ( Real  x )

pure virtual

Implemented in GFunctionFactory::GFunctionStandard, GFunctionFactory::GFunctionExactYield, and GFunctionFactory::GFunctionWithShifts.

secondDerivative()

virtual Real secondDerivative ( Real  x )

pure virtual

Implemented in GFunctionFactory::GFunctionStandard, GFunctionFactory::GFunctionExactYield, and GFunctionFactory::GFunctionWithShifts.