FdmZabrVolatilityPart Class Reference

#include <fdmzabrop.hpp>

Collaboration diagram for FdmZabrVolatilityPart:

Public Member Functions
	FdmZabrVolatilityPart (const ext::shared_ptr< FdmMesher > &mesher, Real beta, Real nu, Real rho, Real gamma)
void	setTime (Time t1, Time t2)
const TripleBandLinearOp &	getMap () const

Protected Attributes
const Array	volatilityValues_
const Array	forwardValues_
TripleBandLinearOp	mapT_
const ext::shared_ptr< FdmMesher >	mesher_

Detailed Description

Definition at line 51 of file fdmzabrop.hpp.

Constructor & Destructor Documentation

FdmZabrVolatilityPart()

FdmZabrVolatilityPart	(	const ext::shared_ptr< FdmMesher > &	mesher,
		Real	beta,
		Real	nu,
		Real	rho,
		Real	gamma
	)

Definition at line 42 of file fdmzabrop.cpp.

Member Function Documentation

setTime()

void setTime	(	Time	t1,
		Time	t2
	)

Definition at line 51 of file fdmzabrop.cpp.

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getMap()

const TripleBandLinearOp & getMap

(

)

const

Definition at line 53 of file fdmzabrop.cpp.

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Member Data Documentation

volatilityValues_

const Array volatilityValues_

protected

Definition at line 60 of file fdmzabrop.hpp.

forwardValues_

const Array forwardValues_

protected

Definition at line 61 of file fdmzabrop.hpp.

mapT_

TripleBandLinearOp mapT_

protected

Definition at line 62 of file fdmzabrop.hpp.

mesher_

const ext::shared_ptr<FdmMesher> mesher_

protected

Definition at line 64 of file fdmzabrop.hpp.