QuantLib::LatentModelIntegrationType Namespace Reference

Typedefs
typedef enum QuantLib::LatentModelIntegrationType::LatentModelIntegrationType	LatentModelIntegrationType

Enumerations
enum	LatentModelIntegrationType { GaussianQuadrature , Trapezoid }

Typedef Documentation

LatentModelIntegrationType

typedef enum QuantLib::LatentModelIntegrationType::LatentModelIntegrationType LatentModelIntegrationType

Enumeration Type Documentation

LatentModelIntegrationType

enum LatentModelIntegrationType

Enumerator
GaussianQuadrature
Trapezoid

Definition at line 105 of file latentmodel.hpp.