LmLinearExponentialVolatilityModel (3) Linux Manual Page
QuantLib::LmLinearExponentialVolatilityModel – linear exponential volatility model Synopsis#include <ql/legacy/libormarketmodels/lmlinexpvolmodel.hpp> Inherits QuantLib::LmVolatilityModel. Inherited by LmExtLinearExponentialVolModel. Public Member FunctionsLmLinearExponentialVolatilityModel (const std::vector< Time > &fixingTimes, Real a, Real b, Real c, Real d) Disposable< Array > volatility (Time t, const Array &x=Null< Array >()) const Volatility volatility (Size i, Time t, const Array &x=Null< Array >()) const Real integratedVariance…
