QuantLib_LmConstWrapperVolatilityModel (3) Linux Manual Page

QuantLib::LmConstWrapperVolatilityModel – caplet const volatility model

Synopsis

#include <ql/legacy/libormarketmodels/lmconstwrappervolmodel.hpp>

Inherits QuantLib::LmVolatilityModel.

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

const boost::shared_ptr< LmVolatilityModel > volaModel_

caplet const volatility model

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