Reference manual - version qle_version
QuantExt
LgmCalibrationInfo
Public Attributes
|
List of all members
LgmCalibrationInfo Struct Reference
Public Attributes
bool
valid
= false
Real
rmse
= Null<Real>()
std::vector<
SwaptionData
>
swaptionData
std::vector<
LgmCalibrationData
>
lgmCalibrationData
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