QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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.
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private |
Definition at line 44 of file generalizedhullwhite.hpp.