A free/open-source library for quantitative finance
Reference manual - version 1.20
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A free/open-source library for quantitative finance
Reference manual - version 1.20
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This is the complete list of members for LmVolatilityModel, including all inherited members.
| arguments_ (defined in LmVolatilityModel) | LmVolatilityModel | protected |
| integratedVariance(Size i, Size j, Time u, const Array &x=Null< Array >()) const (defined in LmVolatilityModel) | LmVolatilityModel | virtual |
| LmVolatilityModel(Size size, Size nArguments) (defined in LmVolatilityModel) | LmVolatilityModel | |
| params() (defined in LmVolatilityModel) | LmVolatilityModel | |
| setParams(const std::vector< Parameter > &arguments) (defined in LmVolatilityModel) | LmVolatilityModel | |
| size() const (defined in LmVolatilityModel) | LmVolatilityModel | |
| size_ (defined in LmVolatilityModel) | LmVolatilityModel | protected |
| volatility(Time t, const Array &x=Null< Array >()) const =0 (defined in LmVolatilityModel) | LmVolatilityModel | pure virtual |
| volatility(Size i, Time t, const Array &x=Null< Array >()) const (defined in LmVolatilityModel) | LmVolatilityModel | virtual |
| ~LmVolatilityModel() (defined in LmVolatilityModel) | LmVolatilityModel | virtual |