Builder for a cir model component. More...
#include <ored/model/crcirbuilder.hpp>
Inheritance diagram for CrCirBuilder:Public Member Functions | |
| CrCirBuilder (const QuantLib::ext::shared_ptr< ore::data::Market > &market, const QuantLib::ext::shared_ptr< CrCirData > &data, const std::string &configuration=Market::defaultConfiguration) | |
| Real | error () const |
| QuantLib::ext::shared_ptr< QuantExt::CrCirpp > | model () const |
| QuantLib::ext::shared_ptr< QuantExt::CrCirppParametrization > | parametrization () const |
| bool | requiresRecalibration () const override |
Public Member Functions inherited from ModelBuilder | |
| void | recalibrate () const |
| virtual void | forceRecalculate () |
Builder for a cir model component.