caplet const volatility model More...
#include <ql/legacy/libormarketmodels/lmconstwrappervolmodel.hpp>
Public Member Functions | |
LmConstWrapperVolatilityModel (const boost::shared_ptr< LmVolatilityModel > &volaModel) | |
Disposable< Array > | volatility (Time t, const Array &x=Null< Array >()) const |
Volatility | volatility (Size i, Time t, const Array &x=Null< Array >()) |
Real | integratedVariance (Size i, Size j, Time u, const Array &x=Null< Array >()) const |
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LmVolatilityModel (Size size, Size nArguments) | |
Size | size () const |
std::vector< Parameter > & | params () |
void | setParams (const std::vector< Parameter > &arguments) |
virtual Volatility | volatility (Size i, Time t, const Array &x=Null< Array >()) const |
Protected Attributes | |
const boost::shared_ptr< LmVolatilityModel > | volaModel_ |
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const Size | size_ |
std::vector< Parameter > | arguments_ |
caplet const volatility model