QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Public Member Functions | List of all members
GFunction Class Referenceabstract

#include <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

◆ firstDerivative()

virtual Real firstDerivative ( Real  x)
pure virtual

◆ secondDerivative()

virtual Real secondDerivative ( Real  x)
pure virtual