Reference manual - version qle_version
Public Member Functions | |
| InfJyParameterization (QuantLib::ext::shared_ptr< Lgm1fParametrization< QuantLib::ZeroInflationTermStructure > > realRate, QuantLib::ext::shared_ptr< FxBsParametrization > index, QuantLib::ext::shared_ptr< QuantLib::ZeroInflationIndex > inflationIndex) | |
Inspectors | |
| QuantLib::ext::shared_ptr< Lgm1fParametrization< QuantLib::ZeroInflationTermStructure > > | realRate () const |
| QuantLib::ext::shared_ptr< FxBsParametrization > | index () const |
| QuantLib::ext::shared_ptr< QuantLib::ZeroInflationIndex > | inflationIndex () const |
| Size | numberOfParameters () const override |
| Public Member Functions inherited from Parametrization | |
| Parametrization (const Currency ¤cy, const std::string &name="") | |
| virtual const Currency & | currency () const |
| virtual const Array & | parameterTimes (const Size) const |
| virtual Array | parameterValues (const Size) const |
| virtual const QuantLib::ext::shared_ptr< Parameter > | parameter (const Size) const |
| const std::string & | name () const |
| virtual Real | direct (const Size, const Real x) const |
| virtual Real | inverse (const Size, const Real y) const |
Parametrization interface | |
| const QuantLib::Array & | parameterTimes (const QuantLib::Size i) const override |
| const QuantLib::ext::shared_ptr< QuantLib::Parameter > | parameter (const QuantLib::Size i) const override |
| void | update () const override |
| QuantLib::Real | direct (const QuantLib::Size i, const QuantLib::Real x) const override |
| QuantLib::Real | inverse (const QuantLib::Size i, const QuantLib::Real y) const override |
Additional Inherited Members | |
| Protected Member Functions inherited from Parametrization | |
| Time | tr (const Time t) const |
| Time | tl (const Time t) const |
| Time | tr2 (const Time t) const |
| Time | tm2 (const Time t) const |
| Time | tl2 (const Time t) const |
| Protected Attributes inherited from Parametrization | |
| const Real | h_ |
| const Real | h2_ |
|
overridevirtual |
this method should be called when input parameters linked via references or pointers change in order to ensure consistent results
Reimplemented from Parametrization.
|
overridevirtual |
the number of parameters in this parametrization
Reimplemented from Parametrization.
