LmVolatilityModel Class Reference

caplet volatility model More...

#include <ql/legacy/libormarketmodels/lmvolmodel.hpp>

Inheritance diagram for LmVolatilityModel:

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_

Detailed Description

caplet volatility model