Builder for a cir model component. More...
#include <ored/model/crcirbuilder.hpp>
Public Member Functions | |
CrCirBuilder (const boost::shared_ptr< ore::data::Market > &market, const boost::shared_ptr< CrCirData > &data, const std::string &configuration=Market::defaultConfiguration) | |
Real | error () const |
boost::shared_ptr< QuantExt::CrCirpp > | model () const |
boost::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.