template struct xf::fintech::hjmModelData¶
#include "hjm_model.hpp"
Defines the constant terms of the Heath-Jarrow-Morton framework stochastic differential equation. The data in this structure is meant to be set once and reused in every path generator.
template < typename DT, unsigned int MAX_TENORS > struct hjmModelData: public xf::fintech::hjmModelParams // fields DT vol1[MAX_TENORS] DT vol2[MAX_TENORS] DT vol3[MAX_TENORS] DT RnD[MAX_TENORS] DT m_initialFc[MAX_TENORS] ap_uint <16> tenors