QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | Private Types | Private Attributes | List of all members
SquareRootCLVModel::MappingFunction Class Reference
+ Collaboration diagram for SquareRootCLVModel::MappingFunction:

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< Matrixs_
 
const ext::shared_ptr< Matrixx_
 
interpl_type interpl
 

Detailed Description

Definition at line 69 of file squarerootclvmodel.hpp.

Member Typedef Documentation

◆ interpl_type

typedef std::map<Time, ext::shared_ptr<LagrangeInterpolation> > interpl_type
private

Definition at line 78 of file squarerootclvmodel.hpp.

Constructor & Destructor Documentation

◆ MappingFunction()

MappingFunction ( const SquareRootCLVModel model)
explicit

Definition at line 130 of file squarerootclvmodel.cpp.

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Member Function Documentation

◆ operator()()

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

Definition at line 162 of file squarerootclvmodel.cpp.

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Member Data Documentation

◆ s_

const ext::shared_ptr<Matrix> s_
private

Definition at line 76 of file squarerootclvmodel.hpp.

◆ x_

const ext::shared_ptr<Matrix> x_
private

Definition at line 76 of file squarerootclvmodel.hpp.

◆ interpl

interpl_type interpl
private

Definition at line 80 of file squarerootclvmodel.hpp.