LmVolatilityModel Class Reference
#include <ql/legacy/libormarketmodels/lmvolmodel.hpp>
Inheritance diagram for LmVolatilityModel:

Detailed Description
caplet volatility modelPublic Member Functions | |
| LmVolatilityModel (Size size, Size nArguments) | |
| Size | size () const |
| std::vector< Parameter > & | params () |
| void | setParams (const std::vector< Parameter > &arguments) |
| virtual Disposable< Array > | volatility (Time t, const Array &x=Null< Array >()) const =0 |
| virtual Volatility | volatility (Size i, Time t, const Array &x=Null< Array >()) const |
| virtual Real | integratedVariance (Size i, Size j, Time u, const Array &x=Null< Array >()) const |
Protected Attributes | |
| const Size | size_ |
| std::vector< Parameter > | arguments_ |