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