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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_cms_market.html">CmsMarket</a> </li>
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<!-- doxytag: class="QuantLib::CmsMarket" --><!-- doxytag: inherits="QuantLib::LazyObject" -->
<p>set of CMS quotes
<a href="class_quant_lib_1_1_cms_market.html#details">More...</a></p>
<p><code>#include <ql/termstructures/volatility/swaption/cmsmarket.hpp></code></p>
<div class="dynheader">
Inheritance diagram for CmsMarket:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_cms_market__inherit__graph.png" border="0" usemap="#_cms_market_inherit__map" alt="Inheritance graph"/></div>
<map name="_cms_market_inherit__map" id="_cms_market_inherit__map">
<area shape="rect" id="node2" href="class_quant_lib_1_1_lazy_object.html" title="Framework for calculation on demand and result caching." alt="" coords="5,6,93,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_cms_market-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf805ef8d8ea2358849696c31b8b04ea"></a><!-- doxytag: member="QuantLib::CmsMarket::CmsMarket" ref="aaf805ef8d8ea2358849696c31b8b04ea" args="(const std::vector< Period > &swapLengths, const std::vector< boost::shared_ptr< SwapIndex > > &swapIndexes, const boost::shared_ptr< IborIndex > &iborIndex, const std::vector< std::vector< Handle< Quote > > > &bidAskSpreads, const std::vector< boost::shared_ptr< HaganPricer > > &pricers, const Handle< YieldTermStructure > &discountingTS)" -->
 </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> > &swapLengths, const std::vector< boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a> > > &swapIndexes, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> > &iborIndex, 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_hagan_pricer.html">HaganPricer</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> > &discountingTS)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab7b98266617e9e11d3e99e165fe9978e"></a><!-- doxytag: member="QuantLib::CmsMarket::reprice" ref="ab7b98266617e9e11d3e99e165fe9978e" 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#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> meanReversion)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="adf1466388fd71f68aefe316d9e01f51f"></a><!-- doxytag: member="QuantLib::CmsMarket::swapTenors" ref="adf1466388fd71f68aefe316d9e01f51f" 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" align="right" valign="top"><a class="anchor" id="a15adbf5981a8ff0090362440bf072022"></a><!-- doxytag: member="QuantLib::CmsMarket::impliedCmsSpreads" ref="a15adbf5981a8ff0090362440bf072022" args="()" -->
const <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" align="right" valign="top"><a class="anchor" id="acdfd004ea776f36e5b17b1e4f8c5c3e1"></a><!-- doxytag: member="QuantLib::CmsMarket::spreadErrors" ref="acdfd004ea776f36e5b17b1e4f8c5c3e1" args="()" -->
const <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" align="right" valign="top"><a class="anchor" id="a75afedb1d8ac13a96c01da419ce7215d"></a><!-- doxytag: member="QuantLib::CmsMarket::browse" ref="a75afedb1d8ac13a96c01da419ce7215d" 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" align="right" valign="top"><a class="anchor" id="a35b539577eb37aedc775a0ede8344404"></a><!-- doxytag: member="QuantLib::CmsMarket::weightedSpreadError" ref="a35b539577eb37aedc775a0ede8344404" args="(const Matrix &weights)" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>weightedSpreadError</b> (const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &weights)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a319b04e94080612bf35604dd912bb673"></a><!-- doxytag: member="QuantLib::CmsMarket::weightedSpotNpvError" ref="a319b04e94080612bf35604dd912bb673" args="(const Matrix &weights)" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>weightedSpotNpvError</b> (const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &weights)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae2722911ca9e8c3b8f54f22d49db2dd9"></a><!-- doxytag: member="QuantLib::CmsMarket::weightedFwdNpvError" ref="ae2722911ca9e8c3b8f54f22d49db2dd9" args="(const Matrix &weights)" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>weightedFwdNpvError</b> (const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &weights)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa92e7b6511287b481070207a69299b7e"></a><!-- doxytag: member="QuantLib::CmsMarket::weightedSpreadErrors" ref="aa92e7b6511287b481070207a69299b7e" 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>weightedSpreadErrors</b> (const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &weights)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a189b98a59a9ebcd052bfea71a1a0eba1"></a><!-- doxytag: member="QuantLib::CmsMarket::weightedSpotNpvErrors" ref="a189b98a59a9ebcd052bfea71a1a0eba1" 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>weightedSpotNpvErrors</b> (const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &weights)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a532de711ecb4a2410414fbd80b869b68"></a><!-- doxytag: member="QuantLib::CmsMarket::weightedFwdNpvErrors" ref="a532de711ecb4a2410414fbd80b869b68" 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>weightedFwdNpvErrors</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" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cms_market.html#ac5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>set of CMS quotes </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="ac5c54df7ed3b930268c8d7752c101725"></a><!-- doxytag: member="QuantLib::CmsMarket::update" ref="ac5c54df7ed3b930268c8d7752c101725" args="()" -->
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<td class="memname">void <a class="el" href="class_quant_lib_1_1_cms_market.html#ac5c54df7ed3b930268c8d7752c101725">update</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td><code> [virtual]</code></td>
</tr>
</table>
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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>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_lazy_object.html#ac5c54df7ed3b930268c8d7752c101725">LazyObject</a>.</p>
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