#include <qle/models/annuitymapping.hpp>
Public Member Functions | |
virtual Real | map (const Real S) const =0 |
virtual Real | mapPrime (const Real S) const |
virtual Real | mapPrime2 (const Real S) const |
virtual bool | mapPrime2IsZero () const =0 |
Protected Attributes | |
double | h_ = 1E-6 |
base class for annuity mapping functions used in TSR models