CFL
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Implementations of "expandable" financial models. More...
Functions | |
Extended | model (const std::vector< Approx > &rApprox) |
Extended | model (const Approx &rApprox) |
Extended | model (double dQuality) |
Extended | model (const std::vector< double > &rQuality) |
This namespace contains implementations of "expandable" financial models. These models can be extended by additional state processes.
Extended cfl::NExtended::model | ( | const std::vector< Approx > & | rApprox | ) |
Implements the extended model by using supplied methods of numerical approximation.
rApprox | The vector of implementations for numerical approximation. |
Implements the extended model by using the supplied method of numerical approximation.
rApprox | A method of numerical approximation. |
Extended cfl::NExtended::model | ( | double | dQuality | ) |
Implements the extended model by using the default method of numerical approximation.
dQuality | The quality of the default method of numerical approximation. |
Extended cfl::NExtended::model | ( | const std::vector< double > & | rQuality | ) |
Implements the extended model by using the default methods of numerical approximation.
rQuality | The qualities of the default methods for numerical approximation. |