NormalCLVModel::MappingFunction Class Reference

Collaboration diagram for NormalCLVModel::MappingFunction:

Classes
struct	InterpolationData

Public Member Functions
	MappingFunction (const NormalCLVModel &model)
Real	operator() (Time t, Real x) const

Private Attributes
Array	y_
const Volatility	sigma_
const ext::shared_ptr< OrnsteinUhlenbeckProcess >	ouProcess_
const ext::shared_ptr< InterpolationData >	data_

Detailed Description

Definition at line 76 of file normalclvmodel.hpp.

Constructor & Destructor Documentation

MappingFunction()

MappingFunction ( const NormalCLVModel &  model )

explicit

Definition at line 100 of file normalclvmodel.cpp.

Here is the call graph for this function:

Member Function Documentation

operator()()

Real operator()	(	Time	t,
		Real	x
	)		const

Definition at line 119 of file normalclvmodel.cpp.

Member Data Documentation

y_

Array y_

mutableprivate

Definition at line 83 of file normalclvmodel.hpp.

sigma_

const Volatility sigma_

private

Definition at line 84 of file normalclvmodel.hpp.

ouProcess_

const ext::shared_ptr<OrnsteinUhlenbeckProcess> ouProcess_

private

Definition at line 85 of file normalclvmodel.hpp.

data_

const ext::shared_ptr<InterpolationData> data_

private

Definition at line 102 of file normalclvmodel.hpp.