HullWhite::FittingParameter::Impl Class Reference

Inheritance diagram for HullWhite::FittingParameter::Impl:

Collaboration diagram for HullWhite::FittingParameter::Impl:

Public Member Functions
	Impl (Handle< YieldTermStructure > termStructure, Real a, Real sigma)
Real	value (const Array &, Time t) const override
Public Member Functions inherited from Parameter::Impl
virtual	~Impl ()=default
virtual Real	value (const Array &params, Time t) const =0

Private Attributes
Handle< YieldTermStructure >	termStructure_
Real	a_
Real	sigma_

Detailed Description

Definition at line 134 of file hullwhite.hpp.

Constructor & Destructor Documentation

Impl()

Impl	(	Handle< YieldTermStructure >	termStructure,
		Real	a,
		Real	sigma
	)

Definition at line 136 of file hullwhite.hpp.

Member Function Documentation

value()

Real value ( const Array &  , Time  t  ) const

overridevirtual

Implements Parameter::Impl.

Definition at line 139 of file hullwhite.hpp.

Member Data Documentation

termStructure_

Handle<YieldTermStructure> termStructure_

private

Definition at line 149 of file hullwhite.hpp.

a_

Real a_

private

Definition at line 150 of file hullwhite.hpp.

sigma_

Real sigma_

private

Definition at line 150 of file hullwhite.hpp.