LgmCalibrationInfo Struct Reference

#include <qle/models/lgmcalibrationinfo.hpp>

Collaboration diagram for LgmCalibrationInfo:

Public Attributes
bool	valid = false
Real	rmse = Null<Real>()
std::vector< SwaptionData >	swaptionData
std::vector< LgmCalibrationData >	lgmCalibrationData

Detailed Description

Definition at line 58 of file lgmcalibrationinfo.hpp.

Member Data Documentation

valid

bool valid = false

Definition at line 59 of file lgmcalibrationinfo.hpp.

rmse

Real rmse = Null<Real>()

Definition at line 60 of file lgmcalibrationinfo.hpp.

swaptionData

std::vector<SwaptionData> swaptionData

Definition at line 61 of file lgmcalibrationinfo.hpp.

lgmCalibrationData

std::vector<LgmCalibrationData> lgmCalibrationData

Definition at line 62 of file lgmcalibrationinfo.hpp.