#include <qle/models/cirppparametrization.hpp>

Inheritance diagram for CirppParametrization< TS >:

Public Member Functions
	CirppParametrization (const Currency &currency, const Handle< TS > &termStructure, bool shifted, const std::string &name=std::string())

virtual Real	kappa (const Time t) const =0

virtual Real	theta (const Time t) const =0

virtual Real	sigma (const Time t) const =0

virtual Real	y0 (const Time t) const =0

const Handle< TS >	termStructure () const

const bool	shifted () const

Size	numberOfParameters () const override

Public Member Functions inherited from Parametrization
	Parametrization (const Currency &currency, const std::string &name="")

virtual const Currency &	currency () const

virtual const Array &	parameterTimes (const Size) const

virtual Array	parameterValues (const Size) const

virtual const boost::shared_ptr< Parameter >	parameter (const Size) const

virtual void	update () const

const std::string &	name () const

virtual Real	direct (const Size, const Real x) const

virtual Real	inverse (const Size, const Real y) const

Additional Inherited Members
Protected Member Functions inherited from Parametrization
Time	tr (const Time t) const

Time	tl (const Time t) const

Time	tr2 (const Time t) const

Time	tm2 (const Time t) const

Time	tl2 (const Time t) const

Protected Attributes inherited from Parametrization
const Real	h_

const Real	h2_

Detailed Description

Member Function Documentation

Size numberOfParameters ( ) const

overridevirtual

the number of parameters in this parametrization

Reimplemented from Parametrization.