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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_lm_volatility_model.html">LmVolatilityModel</a></div>
<h1>LmVolatilityModel Class Reference</h1><!-- doxytag: class="QuantLib::LmVolatilityModel" --><code>#include <ql/ShortRateModels/LiborMarketModels/lmvolmodel.hpp></code>
<p>
Inheritance diagram for LmVolatilityModel:<p><center><img src="class_quant_lib_1_1_lm_volatility_model__inherit__graph.png" border="0" usemap="#_lm_volatility_model__inherit__map" alt="Inheritance graph"></center>
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<area href="class_quant_lib_1_1_lm_const_wrapper_volatility_model.html" shape="rect" coords="5,82,243,106" alt="">
<area href="class_quant_lib_1_1_lm_linear_exponential_volatility_model.html" shape="rect" coords="267,82,531,106" alt="">
<area href="class_quant_lib_1_1_lm_ext_linear_exponential_vol_model.html" shape="rect" coords="275,156,523,180" alt="">
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_lm_volatility_model-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
caplet volatility model
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<table border="0" cellpadding="0" cellspacing="0">
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<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="adbf151af61e33a78daafdef33307386"></a><!-- doxytag: member="QuantLib::LmVolatilityModel::LmVolatilityModel" ref="adbf151af61e33a78daafdef33307386" args="(Size size, Size nArguments)" -->
</td><td class="memItemRight" valign="bottom"><b>LmVolatilityModel</b> (Size size, Size nArguments)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cce0ab2cacc475b2434f24c65c91685a"></a><!-- doxytag: member="QuantLib::LmVolatilityModel::size" ref="cce0ab2cacc475b2434f24c65c91685a" args="() const" -->
Size </td><td class="memItemRight" valign="bottom"><b>size</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9393e4f98c78782667ac0fad8955b460"></a><!-- doxytag: member="QuantLib::LmVolatilityModel::params" ref="9393e4f98c78782667ac0fad8955b460" args="()" -->
std::vector< <a class="el" href="class_quant_lib_1_1_parameter.html">Parameter</a> > & </td><td class="memItemRight" valign="bottom"><b>params</b> ()</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35af8c3af10f3ea4e44ccc5e370074bb"></a><!-- doxytag: member="QuantLib::LmVolatilityModel::setParams" ref="35af8c3af10f3ea4e44ccc5e370074bb" args="(const std::vector< Parameter > &arguments)" -->
void </td><td class="memItemRight" valign="bottom"><b>setParams</b> (const std::vector< <a class="el" href="class_quant_lib_1_1_parameter.html">Parameter</a> > &arguments)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="29b32e62568ccab7ce9116f8da12006b"></a><!-- doxytag: member="QuantLib::LmVolatilityModel::volatility" ref="29b32e62568ccab7ce9116f8da12006b" args="(Time t, const Array &x=Null< Array >()) const=0" -->
virtual <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>volatility</b> (Time t, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &x=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> >()) const=0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fc05c0bc446a8bbbf80183519acdfa17"></a><!-- doxytag: member="QuantLib::LmVolatilityModel::volatility" ref="fc05c0bc446a8bbbf80183519acdfa17" args="(Size i, Time t, const Array &x=Null< Array >()) const" -->
virtual <a class="el" href="group__types.html#gaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> </td><td class="memItemRight" valign="bottom"><b>volatility</b> (Size i, Time t, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &x=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> >()) const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3cc697e0a2411cb38880d76c4a7736d4"></a><!-- doxytag: member="QuantLib::LmVolatilityModel::integratedVariance" ref="3cc697e0a2411cb38880d76c4a7736d4" args="(Size i, Size j, Time u, const Array &x=Null< Array >()) const" -->
virtual <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>integratedVariance</b> (Size i, Size j, Time u, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &x=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> >()) const</td></tr>
<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6bc74a91ed4c6cb51d2fa5b1f8cdaf60"></a><!-- doxytag: member="QuantLib::LmVolatilityModel::size_" ref="6bc74a91ed4c6cb51d2fa5b1f8cdaf60" args="" -->
const Size </td><td class="memItemRight" valign="bottom"><b>size_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8d6cb3b36a2e282c440aad042035196a"></a><!-- doxytag: member="QuantLib::LmVolatilityModel::arguments_" ref="8d6cb3b36a2e282c440aad042035196a" args="" -->
std::vector< <a class="el" href="class_quant_lib_1_1_parameter.html">Parameter</a> > </td><td class="memItemRight" valign="bottom"><b>arguments_</b></td></tr>
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