quant::PiecewiseConstant Struct Reference

#include <term_structures.hpp>

Public Member Functions
double	value (double t) const

Public Attributes
std::vector< double >	times
std::vector< double >	values

Member Function Documentation

value()

double quant::PiecewiseConstant::value ( double  t ) const

inline

Member Data Documentation

times

std::vector<double> quant::PiecewiseConstant::times

values

std::vector<double> quant::PiecewiseConstant::values

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The documentation for this struct was generated from the following file:

• include/quant/term_structures.hpp