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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<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/legacy/libormarketmodels/lmvolmodel.hpp></code>
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Inheritance diagram for LmVolatilityModel:</div>
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<area shape="rect" href="class_quant_lib_1_1_lm_const_wrapper_volatility_model.html" title="caplet const volatility model" alt="" coords="5,84,232,111"><area shape="rect" href="class_quant_lib_1_1_lm_linear_exponential_volatility_model.html" title="linear exponential volatility model" alt="" coords="256,84,507,111"></map>
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<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 <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="adbf151af61e33a78daafdef33307386"></a><!-- doxytag: member="QuantLib::LmVolatilityModel::LmVolatilityModel" ref="adbf151af61e33a78daafdef33307386" args="(Size size, Size nArguments)" -->
</td><td class="memItemRight" valign="bottom"><b>LmVolatilityModel</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> size, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> nArguments)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9d78a687cf2a391198bb3cbc08bc06cb"></a><!-- doxytag: member="QuantLib::LmVolatilityModel::size" ref="9d78a687cf2a391198bb3cbc08bc06cb" args="() const " -->
<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> </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="bc5c862454998819a6b89ab41895528d"></a><!-- doxytag: member="QuantLib::LmVolatilityModel::volatility" ref="bc5c862454998819a6b89ab41895528d" 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> (<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 =0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ae8073ece95900dc7ce2738fb4eca1da"></a><!-- doxytag: member="QuantLib::LmVolatilityModel::volatility" ref="ae8073ece95900dc7ce2738fb4eca1da" 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> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> i, <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="cc1cf9ab061974e46c30a61b4e8443af"></a><!-- doxytag: member="QuantLib::LmVolatilityModel::integratedVariance" ref="cc1cf9ab061974e46c30a61b4e8443af" 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> (<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> 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 <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> </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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