conundrumpricer.cpp File Reference

#include <ql/cashflows/cmscoupon.hpp>
#include <ql/cashflows/conundrumpricer.hpp>
#include <ql/functional.hpp>
#include <ql/indexes/interestrateindex.hpp>
#include <ql/indexes/swapindex.hpp>
#include <ql/instruments/vanillaswap.hpp>
#include <ql/math/distributions/normaldistribution.hpp>
#include <ql/math/integrals/kronrodintegral.hpp>
#include <ql/math/solvers1d/newton.hpp>
#include <ql/pricingengines/blackformula.hpp>
#include <ql/quotes/simplequote.hpp>
#include <ql/termstructures/volatility/smilesection.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/time/schedule.hpp>
#include <utility>

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Namespaces
namespace	QuantLib

Variable Documentation

a_

Real a_

private

Definition at line 248 of file conundrumpricer.cpp.

width_

Real width_

private

Definition at line 248 of file conundrumpricer.cpp.

f_

std::function<Real (Real)> f_

private

Examples

GlobalOptimizer.cpp.

Definition at line 249 of file conundrumpricer.cpp.

k_

Size k_

private

Definition at line 250 of file conundrumpricer.cpp.

abscissas

std::vector<Real> abscissas

private

Definition at line 264 of file conundrumpricer.cpp.

functionValues

std::vector<Real> functionValues

private

Definition at line 265 of file conundrumpricer.cpp.