26 :
size_(size), arguments_(nArguments) {}
58 const std::vector<Parameter> & arguments) {
1-D array used in linear algebra.
LmCorrelationModel(Size size, Size nArguments)
virtual bool isTimeIndependent() const
void setParams(const std::vector< Parameter > &arguments)
virtual Matrix correlation(Time t, const Array &x=Null< Array >()) const =0
std::vector< Parameter > & params()
virtual Size factors() const
virtual void generateArguments()=0
std::vector< Parameter > arguments_
virtual Matrix pseudoSqrt(Time t, const Array &x=Null< Array >()) const
virtual Size size() const
Matrix used in linear algebra.
Real Time
continuous quantity with 1-year units
std::size_t Size
size of a container
correlation model for libor market models
Matrix pseudoSqrt(const Matrix &matrix, SalvagingAlgorithm::Type sa)
pseudo square root of a real symmetric matrix