caplet const volatility model More...
#include <ql/legacy/libormarketmodels/lmconstwrappervolmodel.hpp>
 Inheritance diagram for LmConstWrapperVolatilityModel:
 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 | 
|  Public Member Functions inherited from LmVolatilityModel | |
| LmVolatilityModel (Size size, Size nArguments) | |
| Size | size () const | 
| std::vector< Parameter > & | params () | 
| void | setParams (const std::vector< Parameter > &arguments) | 
| virtual Volatility | volatility (Size i, Time t, const Array &x=Null< Array >()) const | 
| Protected Attributes | |
| const boost::shared_ptr< LmVolatilityModel > | volaModel_ | 
|  Protected Attributes inherited from LmVolatilityModel | |
| const Size | size_ | 
| std::vector< Parameter > | arguments_ | 
caplet const volatility model