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