QuantLib: LmConstWrapperVolatilityModel Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

Public Member Functions | Protected Attributes | List of all members
LmConstWrapperVolatilityModel Class Reference

caplet const volatility model More...

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

Inheritance diagram for LmConstWrapperVolatilityModel:
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## 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
Public Member Functions inherited from LmVolatilityModel
| 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_
Protected Attributes inherited from LmVolatilityModel
const Size | size_
std::vector< Parameter > | arguments_

## Detailed Description

caplet const volatility model