#include <markovfunctional.hpp>
Collaboration diagram for MarkovFunctional::CalibrationPoint:
Public Attributes | |
| bool | isCaplet_ |
| Period | tenor_ |
| std::vector< Date > | paymentDates_ |
| std::vector< Real > | yearFractions_ |
| Real | atm_ |
| Real | annuity_ |
| ext::shared_ptr< SmileSection > | smileSection_ |
| ext::shared_ptr< SmileSection > | rawSmileSection_ |
| Real | minRateDigital_ |
| Real | maxRateDigital_ |
Detailed Description
Definition at line 260 of file markovfunctional.hpp.
Member Data Documentation
◆ isCaplet_
| bool isCaplet_ |
Definition at line 261 of file markovfunctional.hpp.
◆ tenor_
| Period tenor_ |
Definition at line 262 of file markovfunctional.hpp.
◆ paymentDates_
| std::vector<Date> paymentDates_ |
Definition at line 263 of file markovfunctional.hpp.
◆ yearFractions_
| std::vector<Real> yearFractions_ |
Definition at line 264 of file markovfunctional.hpp.
◆ atm_
| Real atm_ |
Definition at line 265 of file markovfunctional.hpp.
◆ annuity_
| Real annuity_ |
Definition at line 266 of file markovfunctional.hpp.
◆ smileSection_
| ext::shared_ptr<SmileSection> smileSection_ |
Definition at line 267 of file markovfunctional.hpp.
◆ rawSmileSection_
| ext::shared_ptr<SmileSection> rawSmileSection_ |
Definition at line 268 of file markovfunctional.hpp.
◆ minRateDigital_
| Real minRateDigital_ |
Definition at line 269 of file markovfunctional.hpp.
◆ maxRateDigital_
| Real maxRateDigital_ |
Definition at line 270 of file markovfunctional.hpp.