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"ql/termstructures/volatility/kahalesmilesection"
sHelper1
Class sHelper1
Hierarchy
sHelper1
Index
Constructors
constructor
Properties
_b
_c0
_c1
_c1p
_f
_k1
Methods
f
Constructors
constructor
new s
Helper1
(
k1
:
Real
, c0
:
Real
, c1
:
Real
, c1p
:
Real
)
:
sHelper1
Parameters
k1:
Real
c0:
Real
c1:
Real
c1p:
Real
Returns
sHelper1
Properties
_b
_b
:
Real
_c0
_c0
:
Real
_c1
_c1
:
Real
_c1p
_c1p
:
Real
_f
_f
:
Real
_k1
_k1
:
Real
Methods
f
f
(
s
:
Real
)
:
Real
Parameters
s:
Real
Returns
Real
Globals
"ql/termstructures/volatility/kahalesmilesection"
Kahale
Smile
Section
a
Helper
c
Function
s
Helper
s
Helper1
constructor
_b
_c0
_c1
_c1p
_f
_k1
f
QL_
KAHALE_
ACC
QL_
KAHALE_
EPS
QL_
KAHALE_
FMAX
QL_
KAHALE_
SMAX