cirppconstantparametrization.hpp File Reference

constant CIR ++ parametrization More...

#include <qle/models/cirppparametrization.hpp>
#include <ql/errors.hpp>

Classes
class	CirppConstantParametrization< TS >
	CIR++ Constant Parametrization. More...

Typedefs
typedef CirppConstantParametrization< YieldTermStructure >	IrCirppConstantParametrization
typedef CirppConstantParametrization< DefaultProbabilityTermStructure >	CrCirppConstantParametrization

Detailed Description

constant CIR ++ parametrization