LgmCalibrationData Struct Reference

#include <qle/models/lgmcalibrationinfo.hpp>

Collaboration diagram for LgmCalibrationData:

Public Attributes
Real	modelTime
Real	modelVol
Real	marketVol
Real	modelValue
Real	marketValue
Real	modelAlpha
Real	modelKappa
Real	modelHwSigma

Detailed Description

Definition at line 47 of file lgmcalibrationinfo.hpp.

Member Data Documentation

modelTime

Real modelTime

Definition at line 48 of file lgmcalibrationinfo.hpp.

modelVol

Real modelVol

Definition at line 49 of file lgmcalibrationinfo.hpp.

marketVol

Real marketVol

Definition at line 50 of file lgmcalibrationinfo.hpp.

modelValue

Real modelValue

Definition at line 51 of file lgmcalibrationinfo.hpp.

marketValue

Real marketValue

Definition at line 52 of file lgmcalibrationinfo.hpp.

modelAlpha

Real modelAlpha

Definition at line 53 of file lgmcalibrationinfo.hpp.

modelKappa

Real modelKappa

Definition at line 54 of file lgmcalibrationinfo.hpp.

modelHwSigma

Real modelHwSigma

Definition at line 55 of file lgmcalibrationinfo.hpp.