HullWhiteBucketing Class Reference

Inheritance diagram for HullWhiteBucketing:

Public Member Functions
template<class I>
	HullWhiteBucketing (I bucketsBegin, I bucketsEnd)
	HullWhiteBucketing (const Real lowerBound, const Real upperBound, const Size n)
template<class I1, class I2>
void	compute (I1 pdBegin, I1 pdEnd, I2 lossesBegin)
template<class I1, class I2>
void	computeMultiState (I1 pBegin, I1 pEnd, I2 lossesBegin)
const Array &	probability () const
const Array &	averageLoss () const
Public Member Functions inherited from Bucketing
template<class I>
	Bucketing (I bucketsBegin, I bucketsEnd)
	Bucketing (const Real lowerBound, const Real upperBound, const Size n)
const std::vector< Real > &	upperBucketBound () const
Size	index (const Real x) const
Size	buckets () const

Additional Inherited Members
Protected Member Functions inherited from Bucketing
void	initBuckets ()
Protected Attributes inherited from Bucketing
std::vector< Real >	buckets_
bool	uniformBuckets_ = false
Real	lowerBound_
Real	upperBound_
Real	h_