GFunctionFactory::GFunctionExactYield Class Reference

Inheritance diagram for GFunctionFactory::GFunctionExactYield:

Collaboration diagram for GFunctionFactory::GFunctionExactYield:

Public Member Functions
	GFunctionExactYield (const CmsCoupon &coupon)
Real	operator() (Real x) override
Real	firstDerivative (Real x) override
Real	secondDerivative (Real x) override
Public Member Functions inherited from GFunction
virtual	~GFunction ()=default
virtual Real	operator() (Real x)=0
virtual Real	firstDerivative (Real x)=0
virtual Real	secondDerivative (Real x)=0

Protected Attributes
Real	delta_
std::vector< Time >	accruals_

Detailed Description

Definition at line 118 of file conundrumpricer.hpp.

Constructor & Destructor Documentation

GFunctionExactYield()

GFunctionExactYield

(

const CmsCoupon &

coupon

)

Definition at line 640 of file conundrumpricer.cpp.

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Member Function Documentation

operator()()

Real operator() ( Real  x )

overridevirtual

Implements GFunction.

Definition at line 672 of file conundrumpricer.cpp.

firstDerivative()

Real firstDerivative ( Real  x )

overridevirtual

Implements GFunction.

Definition at line 680 of file conundrumpricer.cpp.

secondDerivative()

Real secondDerivative ( Real  x )

overridevirtual

Implements GFunction.

Definition at line 701 of file conundrumpricer.cpp.

Member Data Documentation

delta_

Real delta_

protected

Definition at line 128 of file conundrumpricer.hpp.

accruals_

std::vector<Time> accruals_

protected

Definition at line 130 of file conundrumpricer.hpp.