- QuantLib
- LmVolatilityModel
 
caplet volatility model More...
#include <ql/legacy/libormarketmodels/lmvolmodel.hpp>

| Public 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_ | 
caplet volatility model