Logo
Reference manual - version qle_version
Public Member Functions | List of all members
CrStateParametrization Class Reference

Credit State Parametrization. More...

#include <qle/models/crstateparametrization.hpp>

+ Inheritance diagram for CrStateParametrization:

Public Member Functions

 CrStateParametrization (const Size id)
 
Size id () const
 
- 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 Size numberOfParameters () const
 
virtual Array parameterValues (const Size) const
 
virtual const boost::shared_ptr< Parameterparameter (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

Credit State Parametrization.