KahaleSmileSection::aHelper Struct Reference

#include <ql/termstructures/volatility/kahalesmilesection.hpp>

Collaboration diagram for KahaleSmileSection::aHelper:

Public Member Functions
	aHelper (Real k0, Real k1, Real c0, Real c1, Real c0p, Real c1p)
Real	operator() (Real a) const

Public Attributes
Real	k0_
Real	k1_
Real	c0_
Real	c1_
Real	c0p_
Real	c1p_
Real	s_
Real	f_
Real	b_

Detailed Description

Definition at line 77 of file kahalesmilesection.hpp.

Constructor & Destructor Documentation

aHelper()

aHelper	(	Real	k0,
		Real	k1,
		Real	c0,
		Real	c1,
		Real	c0p,
		Real	c1p
	)

Definition at line 78 of file kahalesmilesection.hpp.

Member Function Documentation

operator()()

Real operator()

(

Real

a

)

const

Definition at line 80 of file kahalesmilesection.hpp.

Member Data Documentation

k0_

Real k0_

Definition at line 94 of file kahalesmilesection.hpp.

k1_

Real k1_

Definition at line 94 of file kahalesmilesection.hpp.

c0_

Real c0_

Definition at line 94 of file kahalesmilesection.hpp.

c1_

Real c1_

Definition at line 94 of file kahalesmilesection.hpp.

c0p_

Real c0p_

Definition at line 94 of file kahalesmilesection.hpp.

c1p_

Real c1p_

Definition at line 94 of file kahalesmilesection.hpp.

s_

Real s_

mutable

Definition at line 95 of file kahalesmilesection.hpp.

f_

Real f_

Definition at line 95 of file kahalesmilesection.hpp.

b_

Real b_

Definition at line 95 of file kahalesmilesection.hpp.