QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Public Member Functions | |
MappingFunction (const SquareRootCLVModel &model) | |
Real | operator() (Time t, Real x) const |
Private Types | |
typedef std::map< Time, ext::shared_ptr< LagrangeInterpolation > > | interpl_type |
Private Attributes | |
const ext::shared_ptr< Matrix > | s_ |
const ext::shared_ptr< Matrix > | x_ |
interpl_type | interpl |
Definition at line 69 of file squarerootclvmodel.hpp.
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private |
Definition at line 78 of file squarerootclvmodel.hpp.
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explicit |
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private |
Definition at line 76 of file squarerootclvmodel.hpp.
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private |
Definition at line 76 of file squarerootclvmodel.hpp.
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private |
Definition at line 80 of file squarerootclvmodel.hpp.