|
template<class I > |
| HullWhiteBucketing (I bucketsBegin, I bucketsEnd) |
|
| HullWhiteBucketing (const Real lowerBound, const Real upperBound, const Size n) |
|
template<class I1 , class I2 > |
void | compute (I1 pdBegin, I1 pdEnd, I2 lossesBegin) |
|
template<class I1 , class I2 > |
void | computeMultiState (I1 pBegin, I1 pEnd, I2 lossesBegin) |
|
const Array & | probability () const |
|
const Array & | averageLoss () const |
|
template<class I > |
| Bucketing (I bucketsBegin, I bucketsEnd) |
|
| Bucketing (const Real lowerBound, const Real upperBound, const Size n) |
|
const std::vector< Real > & | upperBucketBound () const |
|
Size | index (const Real x) const |
|
Size | buckets () const |
|