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<title>QuantLib: LfmCovarianceProxy Class Reference</title>
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<h1>LfmCovarianceProxy Class Reference</h1><!-- doxytag: class="QuantLib::LfmCovarianceProxy" --><!-- doxytag: inherits="QuantLib::LfmCovarianceParameterization" --><code>#include <ql/legacy/libormarketmodels/lfmcovarproxy.hpp></code>
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Inheritance diagram for LfmCovarianceProxy:</div>
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<a href="class_quant_lib_1_1_lfm_covariance_proxy-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
proxy for a libor forward model covariance parameterization <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="27f2f45c6a88a1e9f132447cd4d7ca28"></a><!-- doxytag: member="QuantLib::LfmCovarianceProxy::LfmCovarianceProxy" ref="27f2f45c6a88a1e9f132447cd4d7ca28" args="(const boost::shared_ptr< LmVolatilityModel > &volaModel, const boost::shared_ptr< LmCorrelationModel > &corrModel)" -->
</td><td class="memItemRight" valign="bottom"><b>LfmCovarianceProxy</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_lm_volatility_model.html">LmVolatilityModel</a> > &volaModel, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_lm_correlation_model.html">LmCorrelationModel</a> > &corrModel)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1f7f38dadbb7a8042d1d2c06b7f0b157"></a><!-- doxytag: member="QuantLib::LfmCovarianceProxy::volatilityModel" ref="1f7f38dadbb7a8042d1d2c06b7f0b157" args="() const " -->
boost::shared_ptr<br>
< <a class="el" href="class_quant_lib_1_1_lm_volatility_model.html">LmVolatilityModel</a> > </td><td class="memItemRight" valign="bottom"><b>volatilityModel</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="343bf1ee77c83db6c572146fd728666d"></a><!-- doxytag: member="QuantLib::LfmCovarianceProxy::correlationModel" ref="343bf1ee77c83db6c572146fd728666d" args="() const " -->
boost::shared_ptr<br>
< <a class="el" href="class_quant_lib_1_1_lm_correlation_model.html">LmCorrelationModel</a> > </td><td class="memItemRight" valign="bottom"><b>correlationModel</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="98f01d842b650489da3c57e779f73c93"></a><!-- doxytag: member="QuantLib::LfmCovarianceProxy::diffusion" ref="98f01d842b650489da3c57e779f73c93" args="(Time t, const Array &x=Null< Array >()) const " -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><b>diffusion</b> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> 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="0278d24739a9bfc281246d6172530b49"></a><!-- doxytag: member="QuantLib::LfmCovarianceProxy::covariance" ref="0278d24739a9bfc281246d6172530b49" args="(Time t, const Array &x=Null< Array >()) const " -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><b>covariance</b> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> 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="ca9d976b9bf880a4f66011cc3b359688"></a><!-- doxytag: member="QuantLib::LfmCovarianceProxy::integratedCovariance" ref="ca9d976b9bf880a4f66011cc3b359688" args="(Size i, Size j, Time t, const Array &x=Null< Array >()) const " -->
virtual <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>integratedCovariance</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> i, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> j, <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> 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 colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c748714686dada0dd648d79cfde12d9d"></a><!-- doxytag: member="QuantLib::LfmCovarianceProxy::volaModel_" ref="c748714686dada0dd648d79cfde12d9d" args="" -->
const boost::shared_ptr<br>
< <a class="el" href="class_quant_lib_1_1_lm_volatility_model.html">LmVolatilityModel</a> > </td><td class="memItemRight" valign="bottom"><b>volaModel_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6613ae0514e19a136799fa00e25cc437"></a><!-- doxytag: member="QuantLib::LfmCovarianceProxy::corrModel_" ref="6613ae0514e19a136799fa00e25cc437" args="" -->
const boost::shared_ptr<br>
< <a class="el" href="class_quant_lib_1_1_lm_correlation_model.html">LmCorrelationModel</a> > </td><td class="memItemRight" valign="bottom"><b>corrModel_</b></td></tr>
<tr><td colspan="2"><br><h2>Friends</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="da8c62d2e8847a371561bc26c181a364"></a><!-- doxytag: member="QuantLib::LfmCovarianceProxy::Var_Helper" ref="da8c62d2e8847a371561bc26c181a364" args="" -->
class </td><td class="memItemRight" valign="bottom"><b>Var_Helper</b></td></tr>
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