Beispiel #1
0
 Real shortRate(Time t, Real x) const {
     return std::exp(x + fitting_(t));
 }
Beispiel #2
0
 virtual Rate shortRate(Time t,
                        Real x,
                        Real y) const {
     return fitting_(t) + x + y;
 }
Beispiel #3
0
 Real variable(Time t, Rate r) const {
     return std::log(r) - fitting_(t);
 }