Overview

functions to construct and use AlphaForm objects.

Function List

qlAlphaFormInverseLinear ()
qlAlphaFormLinearHyperbolic ()
qlAlphaFormOperator ()
qlAlphaFormSetAlpha ()

Function Documentation

qlAlphaFormInverseLinear

string returnValue
 
qlAlphaFormInverseLinear(
        string ObjectId
        vector<double> RateTimes
        double Alpha
        bool Permanent
        any Trigger
        bool Overwrite)

Description:

Construct an object of class AlphaFormInverseLinear and return its id

Supported Platforms:

Excel, C++

Parameters

ObjectId	id of object to be created
RateTimes	rate fixing times.
Alpha	alpha coefficient.
Permanent	object permanent/nonpermanent
Trigger	dependency tracking trigger
Overwrite	overwrite flag

qlAlphaFormLinearHyperbolic

string returnValue
 
qlAlphaFormLinearHyperbolic(
        string ObjectId
        vector<double> RateTimes
        double Alpha
        bool Permanent
        any Trigger
        bool Overwrite)

Description:

Construct an object of class AlphaFormLinearHyperbolic and return its id

Supported Platforms:

Excel, C++

Parameters

ObjectId	id of object to be created
RateTimes	rate fixing times.
Alpha	alpha coefficient.
Permanent	object permanent/nonpermanent
Trigger	dependency tracking trigger
Overwrite	overwrite flag

qlAlphaFormOperator

double returnValue
 
qlAlphaFormOperator(
        string ObjectId
        long Time
        any Trigger)

Description:

returns the Alpha Form value at time i.

Supported Platforms:

Excel

Parameters

ObjectId	id of existing QuantLib::AlphaForm object
Time	integer corresponding to i-th time.
Trigger	dependency tracking trigger

qlAlphaFormSetAlpha

void returnValue
 
qlAlphaFormSetAlpha(
        string ObjectId
        double Alpha
        any Trigger)

Description:

set the Alpha parameter value to Alpha Form.

Supported Platforms:

Excel

Parameters

ObjectId	id of existing QuantLib::AlphaForm object
Alpha	Alpha parameter value for Alpha Form.
Trigger	dependency tracking trigger