AbcdSquared Class Reference
#include <ql/MarketModels/Models/abcd.hpp>
Detailed Description
Abcd Squared functional. Helper class.
Public Member Functions | |
AbcdSquared (Real a, Real b, Real c, Real d, Time S, Time T) | |
Real | operator() (Time u) const |
#include <ql/MarketModels/Models/abcd.hpp>
Public Member Functions | |
AbcdSquared (Real a, Real b, Real c, Real d, Time S, Time T) | |
Real | operator() (Time u) const |