QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Public Member Functions | Public Attributes | List of all members
NormalCLVModel::MappingFunction::InterpolationData Struct Reference
+ Collaboration diagram for NormalCLVModel::MappingFunction::InterpolationData:

Public Member Functions

 InterpolationData (const NormalCLVModel &model)
 

Public Attributes

Matrix s_
 
std::vector< LinearInterpolationinterpl_
 
const Array x_
 
const std::vector< Timet_
 
const LagrangeInterpolation lagrangeInterpl_
 

Detailed Description

Definition at line 87 of file normalclvmodel.hpp.

Constructor & Destructor Documentation

◆ InterpolationData()

InterpolationData ( const NormalCLVModel model)
explicit

Definition at line 88 of file normalclvmodel.hpp.

Member Data Documentation

◆ s_

Matrix s_

Definition at line 94 of file normalclvmodel.hpp.

◆ interpl_

std::vector<LinearInterpolation> interpl_

Definition at line 95 of file normalclvmodel.hpp.

◆ x_

const Array x_

Definition at line 97 of file normalclvmodel.hpp.

◆ t_

const std::vector<Time> t_

Definition at line 98 of file normalclvmodel.hpp.

◆ lagrangeInterpl_

const LagrangeInterpolation lagrangeInterpl_

Definition at line 99 of file normalclvmodel.hpp.