Posted by
Peter Caspers-4 on
URL: http://quantlib.414.s1.nabble.com/Exposing-GeneralizedHullWhite-in-QuantLibXL-tp14826p14828.html
> The corresponding part of GeneralizedHullWhite.hpp in QuantLib is
>
> boost::function<Real (Time)> speed() const;
> boost::function<Real (Time)> vol() const;
no, it isn't. These are private methods of the class, if I am not
mistaken, not part of the constructor. The
latter reads
GeneralizedHullWhite(
const Handle<YieldTermStructure>& yieldtermStructure,
const std::vector<Date>& speedstructure,
const std::vector<Date>& volstructure,
const std::vector<Real>& speed,
const std::vector<Real>& vol);
so you should check your wrapper code (or post it here for further
clarification).
Depending on what you are planning to do, a look into the sister
folder ql/experimental/models might also
be interesting (well at the moment probably only if you connect to the
current git master, not on a released
version).
Best regards
Peter
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