QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <replication.hpp>
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_ |
Definition at line 44 of file replication.hpp.
DigitalReplication | ( | Replication::Type | t = Replication::Central , |
Real | gap = 1e-4 |
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) |
Definition at line 39 of file replication.cpp.
Replication::Type replicationType | ( | ) | const |
Definition at line 48 of file replication.hpp.
Real gap | ( | ) | const |
Definition at line 49 of file replication.hpp.
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private |
Definition at line 51 of file replication.hpp.
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private |
Definition at line 52 of file replication.hpp.