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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a></li> </ul>
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<div class="title">AbcdVol Class Reference</div> </div>
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<p>Abcd-interpolated volatility structure
<a href="class_quant_lib_1_1_abcd_vol.html#details">More...</a></p>
<p><code>#include <ql/models/marketmodels/models/abcdvol.hpp></code></p>
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<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for AbcdVol:</div>
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<area shape="rect" title="Abcd-interpolated volatility structure" alt="" coords="19,80,89,107"/>
<area shape="rect" href="class_quant_lib_1_1_market_model.html" title="base class for market models" alt="" coords="5,5,103,32"/>
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<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
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 </td><td class="memItemRight" valign="bottom"><b>AbcdVol</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> b, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> c, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> d, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &ks, const ext::shared_ptr< PiecewiseConstantCorrelation > &corr, const <a class="el" href="class_quant_lib_1_1_evolution_description.html">EvolutionDescription</a> &evolution, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> numberOfFactors, const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > &initialRates, const std::vector< <a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> > &displacements)</td></tr>
<tr class="separator:a174b27edcc963c5f13ea9c9d18a54915"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_market_model"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_market_model')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_market_model.html">MarketModel</a></td></tr>
<tr class="memitem:a7063a94dcbebeeac4cceb6bec37cee61 inherit pub_methods_class_quant_lib_1_1_market_model"><td class="memItemLeft" align="right" valign="top"><a id="a7063a94dcbebeeac4cceb6bec37cee61"></a>
virtual const <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#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const</td></tr>
<tr class="separator:a7063a94dcbebeeac4cceb6bec37cee61 inherit pub_methods_class_quant_lib_1_1_market_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad4b63047b625a07680b4c341388d2c2e inherit pub_methods_class_quant_lib_1_1_market_model"><td class="memItemLeft" align="right" valign="top"><a id="ad4b63047b625a07680b4c341388d2c2e"></a>
virtual const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> & </td><td class="memItemRight" valign="bottom"><b>totalCovariance</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> endIndex) const</td></tr>
<tr class="separator:ad4b63047b625a07680b4c341388d2c2e inherit pub_methods_class_quant_lib_1_1_market_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a6309f18a293d773bfaae0765eee4655b inherit pub_methods_class_quant_lib_1_1_market_model"><td class="memItemLeft" align="right" valign="top"><a id="a6309f18a293d773bfaae0765eee4655b"></a>
std::vector< <a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> > </td><td class="memItemRight" valign="bottom"><b>timeDependentVolatility</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const</td></tr>
<tr class="separator:a6309f18a293d773bfaae0765eee4655b inherit pub_methods_class_quant_lib_1_1_market_model"><td class="memSeparator" colspan="2"> </td></tr>
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MarketModel interface</h2></td></tr>
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const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > & </td><td class="memItemRight" valign="bottom"><b>initialRates</b> () const</td></tr>
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const std::vector< <a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> > & </td><td class="memItemRight" valign="bottom"><b>displacements</b> () const</td></tr>
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<tr class="memitem:a7d9ba7619a08e47149e4e83edad1f517"><td class="memItemLeft" align="right" valign="top"><a id="a7d9ba7619a08e47149e4e83edad1f517"></a>
const <a class="el" href="class_quant_lib_1_1_evolution_description.html">EvolutionDescription</a> & </td><td class="memItemRight" valign="bottom"><b>evolution</b> () const</td></tr>
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<tr class="memitem:a1f7fca17f1af46f16730a2f1dbdd7f29"><td class="memItemLeft" align="right" valign="top"><a id="a1f7fca17f1af46f16730a2f1dbdd7f29"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>numberOfRates</b> () const</td></tr>
<tr class="separator:a1f7fca17f1af46f16730a2f1dbdd7f29"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a5aa885c06de2eea0c5caa8a1a317861d"><td class="memItemLeft" align="right" valign="top"><a id="a5aa885c06de2eea0c5caa8a1a317861d"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>numberOfFactors</b> () const</td></tr>
<tr class="separator:a5aa885c06de2eea0c5caa8a1a317861d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a9d1cf8d9e7aa612c66fee3a68fac3066"><td class="memItemLeft" align="right" valign="top"><a id="a9d1cf8d9e7aa612c66fee3a68fac3066"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>numberOfSteps</b> () const</td></tr>
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<tr class="memitem:a2c2eed4ce4b9bef5aeae2184e86e638d"><td class="memItemLeft" align="right" valign="top"><a id="a2c2eed4ce4b9bef5aeae2184e86e638d"></a>
const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> & </td><td class="memItemRight" valign="bottom"><b>pseudoRoot</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const</td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Abcd-interpolated volatility structure </p>
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