Examples of TermStructureConsistentModelClass


Examples of org.jquantlib.model.shortrate.onefactormodels.TermStructureConsistentModelClass

        //TODO: Code review :: incomplete code
        if (true)
            throw new UnsupportedOperationException("Work in progress");

        termStructureConsistentModelClass = new TermStructureConsistentModelClass(termStructure);
        a_ = (arguments_.get(0) /* [0] */);
        sigma_ = (arguments_.get(1) /* [1] */);
        b_ = (arguments_.get(2) /* []2] */);

        eta_ = (arguments_.get(3) /* []3] */);
 
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