QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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#include <ql/experimental/math/levyflightdistribution.hpp>
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_ |
Definition at line 52 of file levyflightdistribution.hpp.
param_type | ( | Real | xm = 1.0 , |
Real | alpha = 1.0 |
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Constructs parameters with a given xm and alpha Requires: alpha > 0
Definition at line 58 of file levyflightdistribution.hpp.
Real xm | ( | ) | const |
Returns the xm parameter of the distribution.
Definition at line 62 of file levyflightdistribution.hpp.
Real alpha | ( | ) | const |
Returns the alpha parameter of the distribution.
Definition at line 65 of file levyflightdistribution.hpp.
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private |
Definition at line 68 of file levyflightdistribution.hpp.
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private |
Definition at line 69 of file levyflightdistribution.hpp.