LmConstWrapperVolatilityModel Class Reference
#include <ql/ShortRateModels/LiborMarketModels/lmconstwrappervolmodel.hpp>
Inheritance diagram for LmConstWrapperVolatilityModel:

Detailed Description
caplet const volatility model
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_ |