LmConstWrapperCorrelationModel Class Reference

#include <ql/legacy/libormarketmodels/lmconstwrappercorrmodel.hpp>

Inheritance diagram for LmConstWrapperCorrelationModel:

Collaboration diagram for LmConstWrapperCorrelationModel:

Public Member Functions
	LmConstWrapperCorrelationModel (const ext::shared_ptr< LmCorrelationModel > &corrModel)
Size	factors () const override
Matrix	correlation (Time t, const Array &x=Null< Array >()) const override
Matrix	pseudoSqrt (Time t, const Array &x=Null< Array >()) const override
Real	correlation (Size i, Size j, Time t, const Array &x=Null< Array >()) const override
bool	isTimeIndependent () const override
Public Member Functions inherited from LmCorrelationModel
	LmCorrelationModel (Size size, Size nArguments)
virtual	~LmCorrelationModel ()=default
virtual Size	size () const
virtual Size	factors () const
std::vector< Parameter > &	params ()
void	setParams (const std::vector< Parameter > &arguments)
virtual Matrix	correlation (Time t, const Array &x=Null< Array >()) const =0
virtual Matrix	pseudoSqrt (Time t, const Array &x=Null< Array >()) const
virtual Real	correlation (Size i, Size j, Time t, const Array &x=Null< Array >()) const
virtual bool	isTimeIndependent () const

Protected Member Functions
void	generateArguments () override
virtual void	generateArguments ()=0

Protected Attributes
const ext::shared_ptr< LmCorrelationModel >	corrModel_
Protected Attributes inherited from LmCorrelationModel
const Size	size_
std::vector< Parameter >	arguments_

Detailed Description

Definition at line 31 of file lmconstwrappercorrmodel.hpp.

Constructor & Destructor Documentation

LmConstWrapperCorrelationModel()

LmConstWrapperCorrelationModel

(

const ext::shared_ptr< LmCorrelationModel > &

corrModel

)

Definition at line 33 of file lmconstwrappercorrmodel.hpp.

Member Function Documentation

factors()

Size factors ( ) const

overridevirtual

Reimplemented from LmCorrelationModel.

Definition at line 39 of file lmconstwrappercorrmodel.hpp.

correlation() [1/2]

Matrix correlation ( Time  t, const Array &  x = Null<Array>()  ) const

overridevirtual

Implements LmCorrelationModel.

Definition at line 41 of file lmconstwrappercorrmodel.hpp.

pseudoSqrt()

Matrix pseudoSqrt ( Time  t, const Array &  x = Null<Array>()  ) const

overridevirtual

Reimplemented from LmCorrelationModel.

Definition at line 44 of file lmconstwrappercorrmodel.hpp.

correlation() [2/2]

Real correlation ( Size  i, Size  j, Time  t, const Array &  x = Null<Array>()  ) const

overridevirtual

Reimplemented from LmCorrelationModel.

Definition at line 47 of file lmconstwrappercorrmodel.hpp.

isTimeIndependent()

bool isTimeIndependent ( ) const

overridevirtual

Reimplemented from LmCorrelationModel.

Definition at line 50 of file lmconstwrappercorrmodel.hpp.

generateArguments()

void generateArguments ( )

overrideprotectedvirtual

Implements LmCorrelationModel.

Definition at line 53 of file lmconstwrappercorrmodel.hpp.

Member Data Documentation

corrModel_

const ext::shared_ptr<LmCorrelationModel> corrModel_

protected

Definition at line 55 of file lmconstwrappercorrmodel.hpp.