- QuantLib
- LmConstWrapperVolatilityModel
 
caplet const volatility model More...
#include <ql/legacy/libormarketmodels/lmconstwrappervolmodel.hpp>

| 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 | |
| const boost::shared_ptr < LmVolatilityModel > | volaModel_ | 
caplet const volatility model