QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | Private Attributes | List of all members
InterpolationParameter::Impl Class Referencefinal
+ Inheritance diagram for InterpolationParameter::Impl:
+ Collaboration diagram for InterpolationParameter::Impl:

Public Member Functions

Real value (const Array &, Time t) const override
 
void reset (const Interpolation &interp)
 
- Public Member Functions inherited from Parameter::Impl
virtual ~Impl ()=default
 
virtual Real value (const Array &params, Time t) const =0
 

Private Attributes

Interpolation interpolator_
 

Detailed Description

Definition at line 39 of file generalizedhullwhite.hpp.

Member Function Documentation

◆ value()

Real value ( const Array ,
Time  t 
) const
overridevirtual

Implements Parameter::Impl.

Definition at line 41 of file generalizedhullwhite.hpp.

◆ reset()

void reset ( const Interpolation interp)

Definition at line 42 of file generalizedhullwhite.hpp.

Member Data Documentation

◆ interpolator_

Interpolation interpolator_
private

Definition at line 44 of file generalizedhullwhite.hpp.