irlgm1fpiecewiseconstanthullwhiteadaptor.hpp File Reference

adaptor to emulate piecewise constant Hull White parameters More...

#include <ql/math/comparison.hpp>
#include <qle/models/irlgm1fparametrization.hpp>
#include <qle/models/piecewiseconstanthelper.hpp>

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Classes
class	Lgm1fPiecewiseConstantHullWhiteAdaptor< TS >
	LGM 1f Piecewise Constant Hull White Adaptor. More...

Namespaces
namespace	QuantExt

Typedefs
typedef Lgm1fPiecewiseConstantHullWhiteAdaptor< YieldTermStructure >	IrLgm1fPiecewiseConstantHullWhiteAdaptor

Detailed Description

adaptor to emulate piecewise constant Hull White parameters

Definition in file irlgm1fpiecewiseconstanthullwhiteadaptor.hpp.