QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Public Member Functions | |
IntegroIntegrand (const ext::shared_ptr< LinearInterpolation > &i, const FdmBoundaryConditionSet &bcSet, Real x, Real delta, Real nu) | |
Real | operator() (Real y) const |
Private Attributes | |
const Real | x_ |
const Real | delta_ |
const Real | nu_ |
const FdmBoundaryConditionSet & | bcSet_ |
const ext::shared_ptr< LinearInterpolation > & | interpl_ |
Definition at line 58 of file fdmbatesop.hpp.
IntegroIntegrand | ( | const ext::shared_ptr< LinearInterpolation > & | i, |
const FdmBoundaryConditionSet & | bcSet, | ||
Real | x, | ||
Real | delta, | ||
Real | nu | ||
) |
Definition at line 63 of file fdmbatesop.cpp.
Definition at line 70 of file fdmbatesop.cpp.
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private |
Definition at line 66 of file fdmbatesop.hpp.
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private |
Definition at line 66 of file fdmbatesop.hpp.
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private |
Definition at line 66 of file fdmbatesop.hpp.
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private |
Definition at line 67 of file fdmbatesop.hpp.
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private |
Definition at line 68 of file fdmbatesop.hpp.