Class AlphaFormLinearHyperbolic

The alpha form √(1 + α t_i (atan(α t_i) − π/2)).

[WorkingType]
public sealed class AlphaFormLinearHyperbolic : AlphaForm

Inherited Members: object.GetType()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Remarks

A working type. A rate past the times, which QuantLib reads unchecked, is refused.

Initializes a new instance of the AlphaFormLinearHyperbolic class.

public AlphaFormLinearHyperbolic(ReadOnlySpan<double> times, double alpha = 0)

Copies the form deeply, its α with it.

public override AlphaForm Clone()

The form's value at the i-th rate, at the current α.

public override double Evaluate(int i)

Sets the form's α.

public override void SetAlpha(double alpha)