LinearTsrPricer::PriceHelper Class Reference

Collaboration diagram for LinearTsrPricer::PriceHelper:

Public Member Functions
	PriceHelper (const SmileSection *section, const Option::Type type, const Real targetPrice)
Real	operator() (Real strike) const

Public Attributes
const SmileSection *	section_
const Real	targetPrice_
const Option::Type	type_

Detailed Description

Definition at line 204 of file lineartsrpricer.hpp.

Constructor & Destructor Documentation

PriceHelper()

PriceHelper	(	const SmileSection *	section,
		const Option::Type	type,
		const Real	targetPrice
	)

Definition at line 206 of file lineartsrpricer.hpp.

Member Function Documentation

operator()()

Real operator()

(

Real

strike

)

const

Definition at line 209 of file lineartsrpricer.hpp.

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Member Data Documentation

section_

const SmileSection* section_

Definition at line 212 of file lineartsrpricer.hpp.

targetPrice_

const Real targetPrice_

Definition at line 213 of file lineartsrpricer.hpp.

type_

const Option::Type type_

Definition at line 214 of file lineartsrpricer.hpp.