template struct xf::fintech::lmmModelData¶
#include "lmm.hpp"
Class with internal data used by the LMM path generation.
template < typename DT, unsigned NF, unsigned MAX_TENORS > struct lmmModelData: public xf::fintech::lmmModelParams // fields static constexpr unsigned N_MATURITIES static constexpr unsigned N_CORR DT m_rho[triMatSize(N_MATURITIES)] DT m_sigma[triMatSize(N_MATURITIES)] DT m_eta[N_CORR][NF] DT m_presentRate[MAX_TENORS]