QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Public Attributes | List of all members
KahaleSmileSection::aHelper Struct Reference

#include <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.