Root Class Reference

Utility for the numerical time solver. More...

#include <ql/experimental/credit/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< DefaultProbabilityTermStructure >	dts_
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_

const Handle<DefaultProbabilityTermStructure> dts_

private

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.