IrHwStateProcess Class Reference

Ir HW State Process. More...

#include <qle/processes/irhwstateprocess.hpp>

Inheritance diagram for IrHwStateProcess:

Public Member Functions
	IrHwStateProcess (const boost::shared_ptr< IrHwParametrization > &parametrization, const IrModel::Measure measure, const HwModel::Discretization discretization=HwModel::Discretization::Euler, const bool evaluateBankAccount=true)
Size	size () const override
Size	factors () const override
Array	initialValues () const override
Array	drift (Time t, const Array &s) const override
Matrix	diffusion (Time t, const Array &s) const override

Detailed Description

Ir HW State Process.