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
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_

Detailed Description

caplet const volatility model