CmsMarket Class Reference
#include <ql/termstructures/volatility/swaption/cmsmarket.hpp>
Inheritance diagram for CmsMarket:

Detailed Description
set of CMS quotesPublic Member Functions | |
| CmsMarket (const std::vector< Period > &expiries, const std::vector< boost::shared_ptr< SwapIndex > > &swapIndices, const std::vector< std::vector< Handle< Quote > > > &bidAskSpreads, const std::vector< boost::shared_ptr< CmsCouponPricer > > &pricers, const Handle< YieldTermStructure > &yieldTermStructure) | |
| void | reprice (const Handle< SwaptionVolatilityStructure > &volStructure, Real meanReversion) |
| const std::vector< Period > & | swapTenors () const |
| Matrix | meanReversions () |
| Matrix | impliedCmsSpreads () |
| Matrix | spreadErrors () |
| Matrix | browse () const |
| Real | weightedError (const Matrix &weights) |
| Real | weightedPriceError (const Matrix &weights) |
| Real | weightedForwardPriceError (const Matrix &weights) |
| Disposable< Array > | weightedErrors (const Matrix &weights) |
| Disposable< Array > | weightedPriceErrors (const Matrix &weights) |
| Disposable< Array > | weightedForwardPriceErrors (const Matrix &weights) |
LazyObject interface | |
| void | update () |
Member Function Documentation
| void update | ( | ) | [virtual] |
This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.
Reimplemented from LazyObject.