markovfunctional.hpp File Reference

Markov Functional 1 Factor Model. More...

Classes

class  MarkovFunctional
 

Namespaces

 QuantLib
 

Macros

#define QL_MFMESSAGE(o, message)
 

Functions

std::ostream & operator<< (std::ostream &out, const MarkovFunctional::ModelOutputs &m)
 

Detailed Description

Markov Functional 1 Factor Model.

Macro Definition Documentation

#define QL_MFMESSAGE (   o,
  message 
)
Value:
{std::ostringstream os; \
os << message; \
o.messages_.push_back(os.str());}