File: class_quant_lib_1_1_lm_const_wrapper_volatility_model.html

package info (click to toggle)
quantlib-refman-html 1.2-1
  • links: PTS
  • area: main
  • in suites: jessie, jessie-kfreebsd, wheezy
  • size: 84,552 kB
  • ctags: 5,132
  • sloc: makefile: 33
file content (125 lines) | stat: -rw-r--r-- 8,133 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>LmConstWrapperVolatilityModel Class Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>

<div id="container">
<div id="header">
<img class="titleimage"
 src="QL-title.jpg" width="185" height="50" border="0"
 alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">

<h3 class="navbartitle">Version 1.2</h3>

<hr>

<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>

<hr>

<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="todo.html">Todo List</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>

<div id="content">
<!--Doxygen-generated content-->

<!-- Generated by Doxygen 1.7.6.1 -->
  <div id="nav-path" class="navpath">
    <ul>
      <li class="navelem"><b>QuantLib</b>      </li>
      <li class="navelem"><a class="el" href="class_quant_lib_1_1_lm_const_wrapper_volatility_model.html">LmConstWrapperVolatilityModel</a>      </li>
    </ul>
  </div>
</div>
<div class="header">
  <div class="summary">
<a href="#pub-methods">Public Member Functions</a> &#124;
<a href="#pro-attribs">Protected Attributes</a>  </div>
  <div class="headertitle">
<div class="title">LmConstWrapperVolatilityModel Class Reference</div>  </div>
</div><!--header-->
<div class="contents">
<!-- doxytag: class="QuantLib::LmConstWrapperVolatilityModel" --><!-- doxytag: inherits="QuantLib::LmVolatilityModel" -->
<p>caplet const volatility model  
 <a href="class_quant_lib_1_1_lm_const_wrapper_volatility_model.html#details">More...</a></p>

<p><code>#include &lt;ql/legacy/libormarketmodels/lmconstwrappervolmodel.hpp&gt;</code></p>
<div class="dynheader">
Inheritance diagram for LmConstWrapperVolatilityModel:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_lm_const_wrapper_volatility_model__inherit__graph.png" border="0" usemap="#_lm_const_wrapper_volatility_model_inherit__map" alt="Inheritance graph"/></div>
<map name="_lm_const_wrapper_volatility_model_inherit__map" id="_lm_const_wrapper_volatility_model_inherit__map">
<area shape="rect" id="node2" href="class_quant_lib_1_1_lm_volatility_model.html" title="caplet volatility model" alt="" coords="45,6,168,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>

<p><a href="class_quant_lib_1_1_lm_const_wrapper_volatility_model-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="a6014ca30f372740ff06659eb19292e74"></a><!-- doxytag: member="QuantLib::LmConstWrapperVolatilityModel::LmConstWrapperVolatilityModel" ref="a6014ca30f372740ff06659eb19292e74" args="(const boost::shared_ptr&lt; LmVolatilityModel &gt; &amp;volaModel)" -->
&#160;</td><td class="memItemRight" valign="bottom"><b>LmConstWrapperVolatilityModel</b> (const boost::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_lm_volatility_model.html">LmVolatilityModel</a> &gt; &amp;volaModel)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a03f03d36b98e10eaaf9f3bb562a3044a"></a><!-- doxytag: member="QuantLib::LmConstWrapperVolatilityModel::volatility" ref="a03f03d36b98e10eaaf9f3bb562a3044a" args="(Time t, const Array &amp;x=Null&lt; Array &gt;()) const " -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>&lt; <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>volatility</b> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &amp;x=Null&lt; <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &gt;()) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a91c06b3f5c1a0426b7a871e1cd103799"></a><!-- doxytag: member="QuantLib::LmConstWrapperVolatilityModel::volatility" ref="a91c06b3f5c1a0426b7a871e1cd103799" args="(Size i, Time t, const Array &amp;x=Null&lt; Array &gt;())" -->
<a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a>&#160;</td><td class="memItemRight" valign="bottom"><b>volatility</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &amp;x=Null&lt; <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &gt;())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae9a2e2fd9e07eb49cab6280a76781a5c"></a><!-- doxytag: member="QuantLib::LmConstWrapperVolatilityModel::integratedVariance" ref="ae9a2e2fd9e07eb49cab6280a76781a5c" args="(Size i, Size j, Time u, const Array &amp;x=Null&lt; Array &gt;()) const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&#160;</td><td class="memItemRight" valign="bottom"><b>integratedVariance</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> j, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> u, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &amp;x=Null&lt; <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &gt;()) const </td></tr>
<tr><td colspan="2"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac748714686dada0dd648d79cfde12d9d"></a><!-- doxytag: member="QuantLib::LmConstWrapperVolatilityModel::volaModel_" ref="ac748714686dada0dd648d79cfde12d9d" args="" -->
const boost::shared_ptr<br class="typebreak"/>
&lt; <a class="el" href="class_quant_lib_1_1_lm_volatility_model.html">LmVolatilityModel</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>volaModel_</b></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>caplet const volatility model </p>
</div></div><!-- contents -->

</div>

<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.7.6.1
</div>
</div>

</div>

</body>
</html>