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<title>QuantLib: CmsMarket Class Reference</title>
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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_cms_market.html">CmsMarket</a></div>
<h1>CmsMarket Class Reference</h1><!-- doxytag: class="QuantLib::CmsMarket" --><!-- doxytag: inherits="QuantLib::LazyObject" --><code>#include <ql/termstructures/volatility/swaption/cmsmarket.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for CmsMarket:</div>
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<p><center><img src="class_quant_lib_1_1_cms_market__inherit__graph.png" border="0" usemap="#_cms_market__inherit__map" alt="Inheritance graph"></center>
<map name="_cms_market__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_lazy_object.html" title="Framework for calculation on demand and result caching." alt="" coords="7,7,100,33"></map>
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<a href="class_quant_lib_1_1_cms_market-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
set of CMS quotes <table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<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="0c42c7f7b35ad083c268a9a903fbb3ed"></a><!-- doxytag: member="QuantLib::CmsMarket::CmsMarket" ref="0c42c7f7b35ad083c268a9a903fbb3ed" args="(const std::vector< Period > &expiries, const std::vector< boost::shared_ptr< SwapIndex > > &swapIndices, const std::vector< std::vector< Handle< Quote > > > &bidAskSpreads, const std::vector< boost::shared_ptr< CmsCouponPricer > > &pricers, const Handle< YieldTermStructure > &yieldTermStructure)" -->
</td><td class="memItemRight" valign="bottom"><b>CmsMarket</b> (const std::vector< <a class="el" href="class_quant_lib_1_1_period.html">Period</a> > &expiries, const std::vector< boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a> > > &swapIndices, const std::vector< std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > > > &bidAskSpreads, const std::vector< boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_cms_coupon_pricer.html">CmsCouponPricer</a> > > &pricers, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &yieldTermStructure)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b7b98266617e9e11d3e99e165fe9978e"></a><!-- doxytag: member="QuantLib::CmsMarket::reprice" ref="b7b98266617e9e11d3e99e165fe9978e" args="(const Handle< SwaptionVolatilityStructure > &volStructure, Real meanReversion)" -->
void </td><td class="memItemRight" valign="bottom"><b>reprice</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a> > &volStructure, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> meanReversion)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="df1466388fd71f68aefe316d9e01f51f"></a><!-- doxytag: member="QuantLib::CmsMarket::swapTenors" ref="df1466388fd71f68aefe316d9e01f51f" args="() const " -->
const std::vector< <a class="el" href="class_quant_lib_1_1_period.html">Period</a> > & </td><td class="memItemRight" valign="bottom"><b>swapTenors</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b12b36ba348264ef204927afa69e0be1"></a><!-- doxytag: member="QuantLib::CmsMarket::meanReversions" ref="b12b36ba348264ef204927afa69e0be1" args="()" -->
<a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> </td><td class="memItemRight" valign="bottom"><b>meanReversions</b> ()</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="df321f9359df8cc3c283ab170c03f854"></a><!-- doxytag: member="QuantLib::CmsMarket::impliedCmsSpreads" ref="df321f9359df8cc3c283ab170c03f854" args="()" -->
<a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> </td><td class="memItemRight" valign="bottom"><b>impliedCmsSpreads</b> ()</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="344ee05394d8fc9d800e5227dde41b1e"></a><!-- doxytag: member="QuantLib::CmsMarket::spreadErrors" ref="344ee05394d8fc9d800e5227dde41b1e" args="()" -->
<a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> </td><td class="memItemRight" valign="bottom"><b>spreadErrors</b> ()</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="75afedb1d8ac13a96c01da419ce7215d"></a><!-- doxytag: member="QuantLib::CmsMarket::browse" ref="75afedb1d8ac13a96c01da419ce7215d" args="() const " -->
<a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> </td><td class="memItemRight" valign="bottom"><b>browse</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="13220d88a2f05e3090e54de39934069e"></a><!-- doxytag: member="QuantLib::CmsMarket::weightedError" ref="13220d88a2f05e3090e54de39934069e" args="(const Matrix &weights)" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>weightedError</b> (const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &weights)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0b194980d17bd235cbd8d3581d7aba6a"></a><!-- doxytag: member="QuantLib::CmsMarket::weightedPriceError" ref="0b194980d17bd235cbd8d3581d7aba6a" args="(const Matrix &weights)" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>weightedPriceError</b> (const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &weights)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7f0353669b20b9ddec04ed49ebd6baf8"></a><!-- doxytag: member="QuantLib::CmsMarket::weightedForwardPriceError" ref="7f0353669b20b9ddec04ed49ebd6baf8" args="(const Matrix &weights)" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>weightedForwardPriceError</b> (const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &weights)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de70dd2463aae0b71f437a32f5730c47"></a><!-- doxytag: member="QuantLib::CmsMarket::weightedErrors" ref="de70dd2463aae0b71f437a32f5730c47" args="(const Matrix &weights)" -->
<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>weightedErrors</b> (const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &weights)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="19a0bedbf35d230a1add519ebb72019a"></a><!-- doxytag: member="QuantLib::CmsMarket::weightedPriceErrors" ref="19a0bedbf35d230a1add519ebb72019a" args="(const Matrix &weights)" -->
<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>weightedPriceErrors</b> (const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &weights)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="da2bc7df4fcad404f1d1a57d095569a0"></a><!-- doxytag: member="QuantLib::CmsMarket::weightedForwardPriceErrors" ref="da2bc7df4fcad404f1d1a57d095569a0" args="(const Matrix &weights)" -->
<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>weightedForwardPriceErrors</b> (const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &weights)</td></tr>
<tr><td colspan="2"><div class="groupHeader">LazyObject interface</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cms_market.html#c5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
</table>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="c5c54df7ed3b930268c8d7752c101725"></a><!-- doxytag: member="QuantLib::CmsMarket::update" ref="c5c54df7ed3b930268c8d7752c101725" args="()" -->
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<td class="memname">void update </td>
<td>(</td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"><code> [virtual]</code></td>
</tr>
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<p>
This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_lazy_object.html#c5c54df7ed3b930268c8d7752c101725">LazyObject</a>.</p>
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