NoCovarianceSalvage Struct Reference

Implementation that does not change the input matrix. More...

#include <qle/math/covariancesalvage.hpp>

Inheritance diagram for NoCovarianceSalvage:

Collaboration diagram for NoCovarianceSalvage:

Public Member Functions
std::pair< Matrix, Matrix >	salvage (const Matrix &m) const override
Public Member Functions inherited from CovarianceSalvage
virtual	~CovarianceSalvage ()
virtual std::pair< Matrix, Matrix >	salvage (const Matrix &m) const =0

Detailed Description

Implementation that does not change the input matrix.

Definition at line 55 of file covariancesalvage.hpp.

Member Function Documentation

salvage()

std::pair< Matrix, Matrix > salvage ( const Matrix &  m ) const

overridevirtual

Implements CovarianceSalvage.

Definition at line 56 of file covariancesalvage.hpp.

{ return std::make_pair(m, Matrix()); }