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"ql/models/shortrate/onefactormodels/hullwhite"
HullWhite
FittingParameter
NumericalImpl
Class NumericalImpl
Hierarchy
NumericalImpl
Index
Constructors
constructor
Methods
change
reset
set
term
Structure
value
Constructors
constructor
new
Numerical
Impl
(
termStructure
:
Handle
<
YieldTermStructure
>
)
:
NumericalImpl
Parameters
termStructure:
Handle
<
YieldTermStructure
>
Returns
NumericalImpl
Methods
change
change
(
x
:
Real
)
:
void
Parameters
x:
Real
Returns
void
reset
reset
(
)
:
void
Returns
void
set
set
(
t
:
Time
, x
:
Real
)
:
void
Parameters
t:
Time
x:
Real
Returns
void
term
Structure
term
Structure
(
)
:
Handle
<
YieldTermStructure
>
Returns
Handle
<
YieldTermStructure
>
value
value
(
x
:
Real
[]
, t
:
Time
)
:
Real
Parameters
x:
Real
[]
t:
Time
Returns
Real
Globals
"ql/models/shortrate/onefactormodels/hullwhite"
Hull
White
Fitting
Parameter
Impl
Numerical
Impl
constructor
change
reset
set
term
Structure
value
constructor
_constraint
_impl
_params
constraint
f
implementation
init1
init2
params
set
Param
size
test
Params
tfp
Init1
tfp
Init2