21#ifndef quantlib_piecewise_constant_correlation_hpp
22#define quantlib_piecewise_constant_correlation_hpp
35 virtual const std::vector<Time>&
times()
const = 0;
36 virtual const std::vector<Time>&
rateTimes()
const = 0;
47 ") must be less than correlations vector size (" <<
Matrix used in linear algebra.
virtual const std::vector< Matrix > & correlations() const =0
virtual const Matrix & correlation(Size i) const
virtual const std::vector< Time > & rateTimes() const =0
virtual Size numberOfRates() const =0
virtual ~PiecewiseConstantCorrelation()=default
virtual const std::vector< Time > & times() const =0
#define QL_REQUIRE(condition, message)
throw an error if the given pre-condition is not verified
std::size_t Size
size of a container
matrix used in linear algebra.