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"ql/pricingengines/vanilla/analytichestonengine"
integrand3
Class integrand3
Hierarchy
integrand3
Implements
UnaryFunction
<
Real
,
Real
>
Index
Constructors
constructor
Properties
_int
Methods
f
Constructors
constructor
new integrand3
(
c_inf
:
Real
, f
:
UnaryFunction
<
Real
,
Real
>
)
:
integrand3
Parameters
c_inf:
Real
f:
UnaryFunction
<
Real
,
Real
>
Returns
integrand3
Properties
Private
_int
_int
:
integrand2
Methods
f
f
(
x
:
Real
)
:
Real
Parameters
x:
Real
Returns
Real
Globals
"ql/pricingengines/vanilla/analytichestonengine"
Analytic
Heston
Engine
integrand1
integrand2
integrand3
constructor
_int
f
u
Hat_
Max
u_
Max
by
Ref