adaptor to emulate piecewise constant Hull White parameters More...

#include <ql/math/comparison.hpp>
#include <qle/models/irlgm1fparametrization.hpp>
#include <qle/models/piecewiseconstanthelper.hpp>

Classes
class	Lgm1fPiecewiseConstantHullWhiteAdaptor< TS >
	LGM 1f Piecewise Constant Hull White Adaptor. More...

Typedefs
typedef Lgm1fPiecewiseConstantHullWhiteAdaptor< YieldTermStructure >	IrLgm1fPiecewiseConstantHullWhiteAdaptor

Detailed Description

adaptor to emulate piecewise constant Hull White parameters

Classes