Wrapper class that extracts a value at a given time from the term structure. More...
#include <qle/termstructures/correlationtermstructure.hpp>
Public Member Functions | |
CorrelationValue (const Handle< CorrelationTermStructure > &correlation, const Time t, const Real strike=Null< Real >()) | |
Real | value () const override |
bool | isValid () const override |
void | update () override |
Wrapper class that extracts a value at a given time from the term structure.