LinearAnnuityMapping Class Reference

#include <qle/models/linearannuitymapping.hpp>

Inheritance diagram for LinearAnnuityMapping:

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

Member Function Documentation

map()

Real map ( const Real S ) const

overridevirtual

Implements AnnuityMapping.

mapPrime()

Real mapPrime ( const Real S ) const

overridevirtual

Reimplemented from AnnuityMapping.

mapPrime2()

Real mapPrime2 ( const Real S ) const

overridevirtual

Reimplemented from AnnuityMapping.

mapPrime2IsZero()

bool mapPrime2IsZero ( ) const

overridevirtual

Implements AnnuityMapping.