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Reference manual - version ored_version
Public Member Functions | List of all members
CrLgmBuilder Class Reference
+ Inheritance diagram for CrLgmBuilder:

Public Member Functions

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