Inheritance diagram for DefaultableEquityJumpDiffusionModelBuilder:

Public Types
enum class	BootstrapMode { Alternating , Simultaneously }

Public Member Functions
	DefaultableEquityJumpDiffusionModelBuilder (const std::vector< Real > &stepTimes, const QuantLib::ext::shared_ptr< QuantExt::EquityIndex2 > &equity, const Handle< QuantLib::BlackVolTermStructure > &volatility, const Handle< QuantLib::DefaultProbabilityTermStructure > &creditCurve, const Real p=0.0, const Real eta=1.0, const bool staticMesher=false, const Size timeStepsPerYear=24, const Size stateGridPoints=100, const Real mesherEpsilon=1E-4, const Real mesherScaling=1.5, const Real mesherConcentration=Null< Real >(), const BootstrapMode mode=BootstrapMode::Alternating, const bool enforceFokkerPlanckBootstrap=false, const bool calibrate=true, const bool adjustEquityVolatility=true, const bool adjustEquityForward=true)
Handle< DefaultableEquityJumpDiffusionModel >	model () const
Public Member Functions inherited from ModelBuilder
virtual void	recalibrate () const
	recalibrate model, if necessary
virtual void	newCalcWithoutRecalibration () const
	notify model that a new calc will be done, but recalibration is not desired

ModelBuilder interface
void	forceRecalculate () override
	force recalibration of model
bool	requiresRecalibration () const override
	if false is returned, the model does not require a recalibration

Member Function Documentation

◆ forceRecalculate()

void forceRecalculate ( )

overridevirtual

force recalibration of model

Reimplemented from ModelBuilder.

bool requiresRecalibration ( ) const

overridevirtual

if false is returned, the model does not require a recalibration