G2::FittingParameter::Impl Class Reference

Inheritance diagram for G2::FittingParameter::Impl:

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Public Member Functions
	Impl (Handle< YieldTermStructure > termStructure, Real a, Real sigma, Real b, Real eta, Real rho)
Real	value (const Array &, Time t) const override
Public Member Functions inherited from Parameter::Impl
virtual	~Impl ()=default
virtual Real	value (const Array &params, Time t) const =0

Private Attributes
Handle< YieldTermStructure >	termStructure_
Real	a_
Real	sigma_
Real	b_
Real	eta_
Real	rho_

Detailed Description

Definition at line 144 of file g2.hpp.

Constructor & Destructor Documentation

Impl()

Impl	(	Handle< YieldTermStructure >	termStructure,
		Real	a,
		Real	sigma,
		Real	b,
		Real	eta,
		Real	rho
	)

Definition at line 146 of file g2.hpp.

Member Function Documentation

value()

Real value ( const Array &  , Time  t  ) const

overridevirtual

Implements Parameter::Impl.

Definition at line 155 of file g2.hpp.

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Member Data Documentation

termStructure_

Handle<YieldTermStructure> termStructure_

private

Definition at line 167 of file g2.hpp.

a_

Real a_

private

Definition at line 168 of file g2.hpp.

sigma_

Real sigma_

private

Definition at line 168 of file g2.hpp.

b_

Real b_

private

Definition at line 168 of file g2.hpp.

eta_

Real eta_

private

Definition at line 168 of file g2.hpp.

rho_

Real rho_

private

Definition at line 168 of file g2.hpp.