|
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
|
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 ¶ms, Time t) const =0 |
Private Attributes | |
| Interpolation | interpolator_ |
Definition at line 39 of file generalizedhullwhite.hpp.
Implements Parameter::Impl.
Definition at line 41 of file generalizedhullwhite.hpp.
| void reset | ( | const Interpolation & | interp | ) |
Definition at line 42 of file generalizedhullwhite.hpp.
|
private |
Definition at line 44 of file generalizedhullwhite.hpp.