QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Utility for the numerical time solver. More...
#include <randomdefaultlatentmodel.hpp>
Public Member Functions | |
Root (const Handle< DefaultProbabilityTermStructure > &dts, Real pd) | |
Real | operator() (Real t) const |
Private Attributes | |
const Handle< DefaultProbabilityTermStructure > | dts_ |
Real | pd_ |
const Date | curveRef_ |
Utility for the numerical time solver.
Definition at line 749 of file randomdefaultlatentmodel.hpp.
Root | ( | const Handle< DefaultProbabilityTermStructure > & | dts, |
Real | pd | ||
) |
Definition at line 753 of file randomdefaultlatentmodel.hpp.
Definition at line 761 of file randomdefaultlatentmodel.hpp.
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private |
Definition at line 771 of file randomdefaultlatentmodel.hpp.
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private |
Definition at line 772 of file randomdefaultlatentmodel.hpp.
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private |
Definition at line 773 of file randomdefaultlatentmodel.hpp.