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CONST_VolSurface Class Reference

#include <VolatilityAndCorrelation.h>

Inheritance diagram for CONST_VolSurface:

VolSurface List of all members.

Detailed Description

Constant volatility surface.

Definition at line 280 of file VolatilityAndCorrelation.h.

Public Member Functions

 CONST_VolSurface (Real a, Real b, Real c, Real d)
Real sigma (Real t, Real T) const
Real integral_sgsg (Real t, Real T_1, Real T_2) const
std::ostream & printSelf (std::ostream &os) const

Static Public Member Functions

VolSurfacesample ()


Constructor & Destructor Documentation

CONST_VolSurface::CONST_VolSurface Real    a,
Real    b,
Real    c,
Real    d
[inline]
 

Definition at line 284 of file VolatilityAndCorrelation.h.

References VolSurface::CONST, and VolSurface::d.

Referenced by sample().


Member Function Documentation

Real CONST_VolSurface::sigma Real    t,
Real    T
const [inline, virtual]
 

Volatility surface .

Implements VolSurface.

Definition at line 292 of file VolatilityAndCorrelation.h.

References Real.

Real CONST_VolSurface::integral_sgsg Real    t,
Real    T_1,
Real    T_2
const [inline, virtual]
 

See VolSurface#integral_sgsg.

Implements VolSurface.

Definition at line 296 of file VolatilityAndCorrelation.h.

References Real.

std::ostream& CONST_VolSurface::printSelf std::ostream &    os const [virtual]
 

Message and fields.

Implements VolSurface.

VolSurface* CONST_VolSurface::sample   [inline, static]
 

Sample (there is only one such surface).

Definition at line 303 of file VolatilityAndCorrelation.h.

References CONST_VolSurface().


The documentation for this class was generated from the following file:
Generated on Mon Sep 22 02:16:32 2003 for Libor-Library by doxygen1.3-rc3