PiecewiseConstantHelper11 Class Reference

Piecewise Constant Helper 11. More...

#include <qle/models/piecewiseconstanthelper.hpp>

Inheritance diagram for PiecewiseConstantHelper11:

Public Member Functions
	PiecewiseConstantHelper11 (const Array &t1, const Array &t2, const QuantLib::ext::shared_ptr< QuantLib::Constraint > &constraint1=QuantLib::ext::make_shared< QuantLib::NoConstraint >(), const QuantLib::ext::shared_ptr< QuantLib::Constraint > &constraint2=QuantLib::ext::make_shared< QuantLib::NoConstraint >())
	PiecewiseConstantHelper11 (const std::vector< Date > &dates1, const std::vector< Date > &dates2, const Handle< YieldTermStructure > &yts, const QuantLib::ext::shared_ptr< QuantLib::Constraint > &constraint1=QuantLib::ext::make_shared< QuantLib::NoConstraint >(), const QuantLib::ext::shared_ptr< QuantLib::Constraint > &constraint2=QuantLib::ext::make_shared< QuantLib::NoConstraint >())
const PiecewiseConstantHelper1 &	helper1 () const
const PiecewiseConstantHelper1 &	helper2 () const

Detailed Description

Piecewise Constant Helper 11.

this is PiecewiseConstantHelper1 with two sets of (t,y)

Constructor & Destructor Documentation

PiecewiseConstantHelper11()

PiecewiseConstantHelper11	(	const Array &	t1,
		const Array &	t2,
		const QuantLib::ext::shared_ptr< QuantLib::Constraint > &	constraint1 = QuantLib::ext::make_shared< QuantLib::NoConstraint >(),
		const QuantLib::ext::shared_ptr< QuantLib::Constraint > &	constraint2 = QuantLib::ext::make_shared< QuantLib::NoConstraint >() )

y are the raw values in the sense of parameter transformation