Inheritance diagram for DefaultableEquityJumpDiffusionModelBuilder:

Public Types
enum class	BootstrapMode { Alternating , Simultaneously }

Public Member Functions
	DefaultableEquityJumpDiffusionModelBuilder (const std::vector< Real > &stepTimes, const boost::shared_ptr< QuantExt::EquityIndex2 > &equity, const Handle< QuantLib::BlackVolTermStructure > &volatility, const Handle< QuantLib::DefaultProbabilityTermStructure > &creditCurve, const Real p=0.0, const Real eta=1.0, const bool staticMesher=false, const Size timeStepsPerYear=24, const Size stateGridPoints=100, const Real mesherEpsilon=1E-4, const Real mesherScaling=1.5, const Real mesherConcentration=Null< Real >(), const BootstrapMode mode=BootstrapMode::Alternating, const bool enforceFokkerPlanckBootstrap=false, const bool calibrate=true, const bool adjustEquityVolatility=true, const bool adjustEquityForward=true)

Handle< DefaultableEquityJumpDiffusionModel >	model () const

Public Member Functions inherited from ModelBuilder
void	recalibrate () const
	recalibrate model, if necessary

ModelBuilder interface
void	forceRecalculate () override
	force recalibration of model

bool	requiresRecalibration () const override
	if false is returned, the model does not require a recalibration

Public Types

Public Member Functions