QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Public Member Functions | |
InterpolationData (const NormalCLVModel &model) | |
Public Attributes | |
Matrix | s_ |
std::vector< LinearInterpolation > | interpl_ |
const Array | x_ |
const std::vector< Time > | t_ |
const LagrangeInterpolation | lagrangeInterpl_ |
Definition at line 87 of file normalclvmodel.hpp.
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explicit |
Definition at line 88 of file normalclvmodel.hpp.
Matrix s_ |
Definition at line 94 of file normalclvmodel.hpp.
std::vector<LinearInterpolation> interpl_ |
Definition at line 95 of file normalclvmodel.hpp.
const Array x_ |
Definition at line 97 of file normalclvmodel.hpp.
const std::vector<Time> t_ |
Definition at line 98 of file normalclvmodel.hpp.
const LagrangeInterpolation lagrangeInterpl_ |
Definition at line 99 of file normalclvmodel.hpp.