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

#include <replication.hpp>

+ Collaboration diagram for DigitalReplication:

Public Member Functions

 DigitalReplication (Replication::Type t=Replication::Central, Real gap=1e-4)
 
Replication::Type replicationType () const
 
Real gap () const
 

Private Attributes

Real gap_
 
Replication::Type replicationType_
 

Detailed Description

Definition at line 44 of file replication.hpp.

Constructor & Destructor Documentation

◆ DigitalReplication()

Definition at line 39 of file replication.cpp.

Member Function Documentation

◆ replicationType()

Replication::Type replicationType ( ) const

Definition at line 48 of file replication.hpp.

◆ gap()

Real gap ( ) const

Definition at line 49 of file replication.hpp.

Member Data Documentation

◆ gap_

Real gap_
private

Definition at line 51 of file replication.hpp.

◆ replicationType_

Replication::Type replicationType_
private

Definition at line 52 of file replication.hpp.