Reference manual - version qle_version
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LinearAnnuityMapping
Public Member Functions
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List of all members
LinearAnnuityMapping Class Reference
#include <qle/models/linearannuitymapping.hpp>
Inheritance diagram for LinearAnnuityMapping:
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Public Member Functions
LinearAnnuityMapping
(const Real a, const Real b)
Real
map
(const Real S) const override
Real
mapPrime
(const Real S) const override
Real
mapPrime2
(const Real S) const override
bool
mapPrime2IsZero
() const override
Real
a
() const
Real
b
() const
Additional Inherited Members
Protected Attributes inherited from
AnnuityMapping
double
h_
= 1E-6
Detailed Description
linear annuity mapping function f(S) = a*S+b
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