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From: Daniel L. <dan...@gm...> - 2020-10-04 10:08:04
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Hi, I refer to the LiborForwardModelProcess class as defined in https://rkapl123.github.io/QLAnnotatedSource/d9/dd3/class_quant_lib_1_1_libor_forward_model_process.html. The constructor is defined as - LiborForwardModelProcess(Size size, const boost::shared_ptr< IborIndex > & index ) I am struggling to understand what the Size here refers to. Can you please help me to understand. Thanks for your time. Regards |