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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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#include <replication.hpp>
Collaboration diagram for DigitalReplication:Public Member Functions | |
| DigitalReplication (Replication::Type t=Replication::Central, Real gap=1e-4) | |
| Replication::Type | replicationType () const |
| Real | gap () const |
Private Attributes | |
| Real | gap_ |
| Replication::Type | replicationType_ |
Definition at line 44 of file replication.hpp.
| DigitalReplication | ( | Replication::Type | t = Replication::Central, |
| Real | gap = 1e-4 |
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| ) |
Definition at line 39 of file replication.cpp.
| Replication::Type replicationType | ( | ) | const |
Definition at line 48 of file replication.hpp.
| Real gap | ( | ) | const |
Definition at line 49 of file replication.hpp.
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private |
Definition at line 51 of file replication.hpp.
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private |
Definition at line 52 of file replication.hpp.