Reference manual - version qle_version
Interface for LGM1F backward solver. More...
#include <qle/models/lgmbackwardsolver.hpp>
Inheritance diagram for LgmBackwardSolver:Public Member Functions | |
| virtual Size | gridSize () const =0 |
| virtual RandomVariable | stateGrid (const Real t) const =0 |
| virtual RandomVariable | rollback (const RandomVariable &v, const Real t1, const Real t0, Size steps=Null< Size >()) const =0 |
| virtual const QuantLib::ext::shared_ptr< LinearGaussMarkovModel > & | model () const =0 |
Interface for LGM1F backward solver.
