LmConstWrapperVolatilityModel Class Reference
caplet const volatility model More...
#include <ql/legacy/libormarketmodels/lmconstwrappervolmodel.hpp>
Inheritance diagram for LmConstWrapperVolatilityModel:

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 | |
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const boost::shared_ptr < LmVolatilityModel > | volaModel_ |