CrLgmBuilder Class Reference

Inheritance diagram for CrLgmBuilder:

Public Member Functions
	CrLgmBuilder (const QuantLib::ext::shared_ptr< ore::data::Market > &market, const QuantLib::ext::shared_ptr< CrLgmData > &data, const std::string &configuration=Market::defaultConfiguration)
QuantLib::ext::shared_ptr< QuantExt::CrLgm1fParametrization >	parametrization () const
bool	requiresRecalibration () const override
void	performCalculations () const override
Public Member Functions inherited from ModelBuilder
void	recalibrate () const
virtual void	forceRecalculate ()

Constructor & Destructor Documentation

CrLgmBuilder()

CrLgmBuilder	(	const QuantLib::ext::shared_ptr< ore::data::Market > &	market,
		const QuantLib::ext::shared_ptr< CrLgmData > &	data,
		const std::string &	configuration = Market::defaultConfiguration
	)

the configuration should refer to the calibration configuration here, alternative discounting curves are then usually set in the pricing engines for swaptions etc.

this builder should be replaced by the OREData standard builder for cr lgm