struct xf::fintech::hjmModelParamsΒΆ
#include "hjm_model.hpp"
Defines the Heath-Jarrow-Morton multi-factor model specific parameters.
struct hjmModelParams // direct descendants template < typename DT, unsigned int MAX_TENORS > struct xf::fintech::hjmModelData // fields static constexpr unsigned N static constexpr unsigned int PD[N] static constexpr float dt static constexpr float dtInv static constexpr float sqrtDt static constexpr float tau static constexpr unsigned VOL_POLYFIT_FANOUT