QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Private Attributes | List of all members
Root Class Reference

Utility for the numerical time solver. More...

#include <randomdefaultlatentmodel.hpp>

+ Collaboration diagram for Root:

Public Member Functions

 Root (const Handle< DefaultProbabilityTermStructure > &dts, Real pd)
 
Real operator() (Real t) const
 

Private Attributes

const Handle< DefaultProbabilityTermStructuredts_
 
Real pd_
 
const Date curveRef_
 

Detailed Description

Utility for the numerical time solver.

Definition at line 749 of file randomdefaultlatentmodel.hpp.

Constructor & Destructor Documentation

◆ Root()

Root ( const Handle< DefaultProbabilityTermStructure > &  dts,
Real  pd 
)

Definition at line 753 of file randomdefaultlatentmodel.hpp.

Member Function Documentation

◆ operator()()

Real operator() ( Real  t) const

Definition at line 761 of file randomdefaultlatentmodel.hpp.

Member Data Documentation

◆ dts_

Definition at line 771 of file randomdefaultlatentmodel.hpp.

◆ pd_

Real pd_
private

Definition at line 772 of file randomdefaultlatentmodel.hpp.

◆ curveRef_

const Date curveRef_
private

Definition at line 773 of file randomdefaultlatentmodel.hpp.