Piecewise Constant Helper 11. More...
#include <qle/models/piecewiseconstanthelper.hpp>
Public Member Functions | |
PiecewiseConstantHelper11 (const Array &t1, const Array &t2, const boost::shared_ptr< QuantLib::Constraint > &constraint1=boost::make_shared< QuantLib::NoConstraint >(), const boost::shared_ptr< QuantLib::Constraint > &constraint2=boost::make_shared< QuantLib::NoConstraint >()) | |
PiecewiseConstantHelper11 (const std::vector< Date > &dates1, const std::vector< Date > &dates2, const Handle< YieldTermStructure > &yts, const boost::shared_ptr< QuantLib::Constraint > &constraint1=boost::make_shared< QuantLib::NoConstraint >(), const boost::shared_ptr< QuantLib::Constraint > &constraint2=boost::make_shared< QuantLib::NoConstraint >()) | |
const PiecewiseConstantHelper1 & | helper1 () const |
const PiecewiseConstantHelper1 & | helper2 () const |
Piecewise Constant Helper 11.
this is PiecewiseConstantHelper1 with two sets of (t,y)
PiecewiseConstantHelper11 | ( | const Array & | t1, |
const Array & | t2, | ||
const boost::shared_ptr< QuantLib::Constraint > & | constraint1 = boost::make_shared< QuantLib::NoConstraint >() , |
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const boost::shared_ptr< QuantLib::Constraint > & | constraint2 = boost::make_shared< QuantLib::NoConstraint >() |
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) |
y are the raw values in the sense of parameter transformation