28#ifndef quantlib_gsr_process_core_hpp
29#define quantlib_gsr_process_core_hpp
1-D array used in linear algebra.
1-D array used in linear algebra.
template class providing a null value for a given type.
int upperIndex(Time t) const
Real cappedTime(Size index, Real cap=Null< Real >()) const
std::vector< bool > revZero_
Real expectation_x0dep_part(Time w, Real xw, Time dt) const
std::map< Real, Real > cache4_
Real expectation_rn_part(Time w, Time dt) const
Real flooredTime(Size index, Real floor=Null< Real >()) const
std::map< std::pair< Real, Real >, Real > cache2a_
Real expectation_tf_part(Time w, Time dt) const
Real vol(Size index) const
const Array & reversions_
Real reversion(Time t) const
std::map< std::pair< Real, Real >, Real > cache1_
bool revZero(Size index) const
std::map< std::pair< Real, Real >, Real > cache2b_
Real time2(Size index) const
std::map< std::pair< Real, Real >, Real > cache3_
int lowerIndex(Time t) const
Real G(Time t, Time w) const
std::map< std::pair< Real, Real >, Real > cache5_
Real rev(Size index) const
floating-point comparisons
LinearInterpolation variance
Real Time
continuous quantity with 1-year units
std::size_t Size
size of a container