QdPlusAddOnValue Class Reference

#include <ql/pricingengines/vanilla/qdplusamericanengine.hpp>

Collaboration diagram for QdPlusAddOnValue:

Public Member Functions
	QdPlusAddOnValue (Time T, Real S, Real K, Rate r, Rate q, Volatility vol, Real xmax, ext::shared_ptr< Interpolation > q_z)
Real	operator() (Real z) const

Private Attributes
const Time	T_
const Real	S_
const Real	K_
const Real	xmax_
const Rate	r_
const Rate	q_
const Volatility	vol_
const ext::shared_ptr< Interpolation >	q_z_
const CumulativeNormalDistribution	Phi_

Detailed Description

Definition at line 58 of file qdplusamericanengine.hpp.

Constructor & Destructor Documentation

QdPlusAddOnValue()

QdPlusAddOnValue	(	Time	T,
		Real	S,
		Real	K,
		Rate	r,
		Rate	q,
		Volatility	vol,
		Real	xmax,
		ext::shared_ptr< Interpolation >	q_z
	)

Definition at line 124 of file qdplusamericanengine.cpp.

Member Function Documentation

operator()()

Real operator()

(

Real

z

)

const

Definition at line 131 of file qdplusamericanengine.cpp.

Here is the call graph for this function:

Member Data Documentation

T_

const Time T_

private

Definition at line 71 of file qdplusamericanengine.hpp.

S_

const Real S_

private

Definition at line 72 of file qdplusamericanengine.hpp.

K_

const Real K_

private

Definition at line 72 of file qdplusamericanengine.hpp.

xmax_

const Real xmax_

private

Definition at line 72 of file qdplusamericanengine.hpp.

r_

const Rate r_

private

Definition at line 73 of file qdplusamericanengine.hpp.

q_

const Rate q_

private

Definition at line 73 of file qdplusamericanengine.hpp.

vol_

const Volatility vol_

private

Definition at line 74 of file qdplusamericanengine.hpp.

q_z_

const ext::shared_ptr<Interpolation> q_z_

private

Definition at line 75 of file qdplusamericanengine.hpp.

Phi_

const CumulativeNormalDistribution Phi_

private

Definition at line 76 of file qdplusamericanengine.hpp.