QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | Public Attributes | List of all members
JointStochasticProcess::CachingKey Struct Reference
+ Collaboration diagram for JointStochasticProcess::CachingKey:

Public Member Functions

 CachingKey (const Time t0, const Time dt)
 
bool operator< (const CachingKey &key) const
 

Public Attributes

Time t0_
 
Time dt_
 

Detailed Description

Definition at line 84 of file jointstochasticprocess.hpp.

Constructor & Destructor Documentation

◆ CachingKey()

CachingKey ( const Time  t0,
const Time  dt 
)

Definition at line 85 of file jointstochasticprocess.hpp.

Member Function Documentation

◆ operator<()

bool operator< ( const CachingKey key) const

Definition at line 88 of file jointstochasticprocess.hpp.

Member Data Documentation

◆ t0_

Time t0_

Definition at line 92 of file jointstochasticprocess.hpp.

◆ dt_

Time dt_

Definition at line 93 of file jointstochasticprocess.hpp.