QuantLib_LmConstWrapperVolatilityModel man page

LmConstWrapperVolatilityModel — caplet const volatility model


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

Inherits LmVolatilityModel.

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

Protected Attributes

const boost::shared_ptr< LmVolatilityModel > volaModel_

Detailed Description

caplet const volatility model


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

integratedVariance(3) and LmConstWrapperVolatilityModel(3) are aliases of QuantLib_LmConstWrapperVolatilityModel(3).

QuantLib Version 1.8.1 Fri Sep 23 2016