The OpenD Programming Language

SmileRoots

mir numeric

A set of one or two smile roots.

Because we assume that volatility smile is convex the equantion above can have no more then two roots.

The left and right members are equal if the smile has only one root.

struct SmileRoots (
T
) if (
__traits(isFloating, T)
) {
template SmallArray(T, uint maxLength) via import mir.small_array : SmallArray;;
T left;
T right;
this(T value);
this(T left, T right);
this(SmallArray!(T, 2) array);
inout(T)[] opIndex();
size_t count();
}

Constructors

this
this(T value)
this
this(T left, T right)
this
this(SmallArray!(T, 2) array)

Members

Functions

count
size_t count()
opIndex
inout(T)[] opIndex()

Variables

left
T left;
right
T right;

Meta

Source

See Implementation

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