LinearTsrPricer::VegaRatioHelper Class Reference

Collaboration diagram for LinearTsrPricer::VegaRatioHelper:

Public Member Functions
	VegaRatioHelper (const SmileSection *section, const Real targetVega)
Real	operator() (Real strike) const

Public Attributes
const SmileSection *	section_
const Real	targetVega_

Detailed Description

Definition at line 193 of file lineartsrpricer.hpp.

Constructor & Destructor Documentation

VegaRatioHelper()

VegaRatioHelper	(	const SmileSection *	section,
		const Real	targetVega
	)

Definition at line 195 of file lineartsrpricer.hpp.

Member Function Documentation

operator()()

Real operator()

(

Real

strike

)

const

Definition at line 197 of file lineartsrpricer.hpp.

Here is the call graph for this function:

Member Data Documentation

section_

const SmileSection* section_

Definition at line 200 of file lineartsrpricer.hpp.

targetVega_

const Real targetVega_

Definition at line 201 of file lineartsrpricer.hpp.