AnnuityMapping Class Reference

#include <qle/models/annuitymapping.hpp>

Inheritance diagram for AnnuityMapping:

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

Detailed Description

base class for annuity mapping functions used in TSR models