1 /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ 2 3 /* 4 Copyright (C) 2007 Mark Joshi 5 6 This file is part of QuantLib, a free-software/open-source library 7 for financial quantitative analysts and developers - http://quantlib.org/ 8 9 QuantLib is free software: you can redistribute it and/or modify it 10 under the terms of the QuantLib license. You should have received a 11 copy of the license along with this program; if not, please email 12 <quantlib-dev@lists.sf.net>. The license is also available online at 13 <http://quantlib.org/license.shtml>. 14 15 This program is distributed in the hope that it will be useful, but WITHOUT 16 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS 17 FOR A PARTICULAR PURPOSE. See the license for more details. 18 */ 19 20 #ifndef quantlib_alpha_form_concrete_hpp 21 #define quantlib_alpha_form_concrete_hpp 22 23 #include <ql/models/marketmodels/models/alphaform.hpp> 24 #include <vector> 25 26 namespace QuantLib { 27 28 class AlphaFormInverseLinear : public AlphaForm { 29 public: 30 AlphaFormInverseLinear(const std::vector<Time>& times, 31 Real alpha =0.0); ~AlphaFormInverseLinear()32 virtual ~AlphaFormInverseLinear() {} 33 virtual Real operator()(Integer i) const; 34 virtual void setAlpha(Real alpha_); 35 private: 36 std::vector<Time> times_; 37 Real alpha_; 38 }; 39 40 class AlphaFormLinearHyperbolic : public AlphaForm { 41 public: 42 AlphaFormLinearHyperbolic(const std::vector<Time>& times, 43 Real alpha =0.0); ~AlphaFormLinearHyperbolic()44 virtual ~AlphaFormLinearHyperbolic() {} 45 virtual Real operator()(Integer i) const; 46 virtual void setAlpha(Real alpha_); 47 private: 48 std::vector<Time> times_; 49 Real alpha_; 50 }; 51 52 } 53 54 #endif 55