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Reference manual - version ored_version
CrCirBuilder Class Reference

Builder for a cir model component. More...

#include <ored/model/crcirbuilder.hpp>

Inheritance diagram for CrCirBuilder:

Public Member Functions

 CrCirBuilder (const QuantLib::ext::shared_ptr< ore::data::Market > &market, const QuantLib::ext::shared_ptr< CrCirData > &data, const std::string &configuration=Market::defaultConfiguration)
Real error () const
QuantLib::ext::shared_ptr< QuantExt::CrCirpp > model () const
QuantLib::ext::shared_ptr< QuantExt::CrCirppParametrization > parametrization () const
bool requiresRecalibration () const override

Detailed Description

Builder for a cir model component.