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QuantLib_LmConstWrapperVolatilityModel
Langue: en
Version: 150701 (fedora - 04/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::LmConstWrapperVolatilityModel - caplet const volatility modelSYNOPSIS
#include <ql/legacy/libormarketmodels/lmconstwrappervolmodel.hpp>
Inherits QuantLib::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
Author
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