3 #ifndef __cflHullWhiteData_hpp__ 4 #define __cflHullWhiteData_hpp__ 109 double m_dInitialTime;
116 #include "cfl/Inline/iHullWhiteData.hpp" 117 #endif // of __cflHullWhiteData_hpp__ const Function & shape() const
The parameters of Hull and White model.
Definition: HullWhiteData.hpp:45
Data()
Definition: HullWhiteData.hpp:51
Concrete class for a one-dimensional function.
Definition: Function.hpp:78
double initialTime() const
const Function & discount() const
Main namespace for cfl library.
Definition: Approx.hpp:22
const Function & volatility() const