Public Member Functions
coefficient	integral (const coefficient time1, const coefficient time2) const
coefficient	integral_square (const coefficient time1, const coefficient time2) const
coefficient	operator() (const coefficient time) const
ParameterIntegrableBridge &	operator= (const ParameterIntegrableBridge &original)
	ParameterIntegrableBridge (const ParameterIntegrable &parameter)
	ParameterIntegrableBridge (const ParameterIntegrableBridge &original)
coefficient	root_integral_square (const coefficient time1, const coefficient time2) const
	~ParameterIntegrableBridge ()

Detailed Description

Inspired by the Parameters class in Mark Joshi "Design Patterns and Derivatives Pricing", Cambridge University Press, 2004.

Constructor & Destructor Documentation

ParameterIntegrableBridge::ParameterIntegrableBridge ( const ParameterIntegrableBridge & original ) [inline]

ParameterIntegrableBridge::ParameterIntegrableBridge ( const ParameterIntegrable & parameter ) [inline]

ParameterIntegrableBridge::~ParameterIntegrableBridge ( ) [inline]

coefficient ParameterIntegrableBridge::integral	(	const coefficient	time1,
		const coefficient	time2
	)		const `[inline]`

Integral of parameter over [time1, time2].

coefficient ParameterIntegrableBridge::integral_square	(	const coefficient	time1,
		const coefficient	time2
	)		const `[inline]`

Integral of squared parameter over [time1, time2].

coefficient ParameterIntegrableBridge::operator() ( const coefficient time ) const [inline]

Current value of parameter.

ParameterIntegrableBridge& ParameterIntegrableBridge::operator= ( const ParameterIntegrableBridge & original ) [inline]

Assignment operator.

coefficient ParameterIntegrableBridge::root_integral_square	(	const coefficient	time1,
		const coefficient	time2
	)		const `[inline]`

Square root of integral of squared parameter over [time1, time2].

The documentation for this class was generated from the following file: