CrStateParametrization Class Reference

Credit State Parametrization. More...

#include <qle/models/crstateparametrization.hpp>

Inheritance diagram for CrStateParametrization:

Collaboration diagram for CrStateParametrization:

Public Member Functions
	CrStateParametrization (const Size id)
Size	id () const
Public Member Functions inherited from Parametrization
	Parametrization (const Currency &currency, const std::string &name="")
virtual	~Parametrization ()
virtual const Currency &	currency () const
virtual const Array &	parameterTimes (const Size) const
virtual Size	numberOfParameters () const
virtual Array	parameterValues (const Size) const
virtual const QuantLib::ext::shared_ptr< Parameter >	parameter (const Size) const
virtual void	update () const
const std::string &	name () const
virtual Real	direct (const Size, const Real x) const
virtual Real	inverse (const Size, const Real y) const

Private Attributes
const Size	id_

Additional Inherited Members
Protected Member Functions inherited from Parametrization
Time	tr (const Time t) const
Time	tl (const Time t) const
Time	tr2 (const Time t) const
Time	tm2 (const Time t) const
Time	tl2 (const Time t) const
Protected Attributes inherited from Parametrization
const Real	h_
const Real	h2_

Detailed Description

Credit State Parametrization.

Definition at line 32 of file crstateparametrization.hpp.

Constructor & Destructor Documentation

CrStateParametrization()

CrStateParametrization

(

const Size

id

)

Definition at line 34 of file crstateparametrization.hpp.

: Parametrization(Currency()), id_(id) {}

Member Function Documentation

id()

Size id

(

)

const

Definition at line 35 of file crstateparametrization.hpp.

{ return id_; }

Member Data Documentation

id_

const Size id_

private

Definition at line 38 of file crstateparametrization.hpp.