QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
Loading...
Searching...
No Matches
Public Member Functions | Private Attributes | List of all members
LevyFlightDistribution::param_type Class Reference

#include <ql/experimental/math/levyflightdistribution.hpp>

+ Collaboration diagram for LevyFlightDistribution::param_type:

Public Member Functions

 param_type (Real xm=1.0, Real alpha=1.0)
 
Real xm () const
 Returns the xm parameter of the distribution. More...
 
Real alpha () const
 Returns the alpha parameter of the distribution. More...
 

Private Attributes

Real xm_
 
Real alpha_
 

Detailed Description

Definition at line 52 of file levyflightdistribution.hpp.

Constructor & Destructor Documentation

◆ param_type()

param_type ( Real  xm = 1.0,
Real  alpha = 1.0 
)

Constructs parameters with a given xm and alpha Requires: alpha > 0

Definition at line 58 of file levyflightdistribution.hpp.

Member Function Documentation

◆ xm()

Real xm ( ) const

Returns the xm parameter of the distribution.

Definition at line 62 of file levyflightdistribution.hpp.

+ Here is the caller graph for this function:

◆ alpha()

Real alpha ( ) const

Returns the alpha parameter of the distribution.

Definition at line 65 of file levyflightdistribution.hpp.

+ Here is the caller graph for this function:

Member Data Documentation

◆ xm_

Real xm_
private

Definition at line 68 of file levyflightdistribution.hpp.

◆ alpha_

Real alpha_
private

Definition at line 69 of file levyflightdistribution.hpp.