QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | Private Attributes | List of all members
FdmBatesOp::IntegroIntegrand Class Reference
+ Collaboration diagram for FdmBatesOp::IntegroIntegrand:

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 FdmBoundaryConditionSetbcSet_
 
const ext::shared_ptr< LinearInterpolation > & interpl_
 

Detailed Description

Definition at line 58 of file fdmbatesop.hpp.

Constructor & Destructor Documentation

◆ IntegroIntegrand()

IntegroIntegrand ( const ext::shared_ptr< LinearInterpolation > &  i,
const FdmBoundaryConditionSet bcSet,
Real  x,
Real  delta,
Real  nu 
)

Definition at line 63 of file fdmbatesop.cpp.

Member Function Documentation

◆ operator()()

Real operator() ( Real  y) const

Definition at line 70 of file fdmbatesop.cpp.

Member Data Documentation

◆ x_

const Real x_
private

Definition at line 66 of file fdmbatesop.hpp.

◆ delta_

const Real delta_
private

Definition at line 66 of file fdmbatesop.hpp.

◆ nu_

const Real nu_
private

Definition at line 66 of file fdmbatesop.hpp.

◆ bcSet_

const FdmBoundaryConditionSet& bcSet_
private

Definition at line 67 of file fdmbatesop.hpp.

◆ interpl_

const ext::shared_ptr<LinearInterpolation>& interpl_
private

Definition at line 68 of file fdmbatesop.hpp.