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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_lm_const_wrapper_volatility_model.html">LmConstWrapperVolatilityModel</a></li> </ul>
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<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 <ql/legacy/libormarketmodels/lmconstwrappervolmodel.hpp></code></p>
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<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for LmConstWrapperVolatilityModel:</div>
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<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>LmConstWrapperVolatilityModel</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_lm_volatility_model.html">LmVolatilityModel</a> > &volaModel)</td></tr>
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<tr class="memitem:a60789151a57d15a0e7233e639abf8d3f"><td class="memItemLeft" align="right" valign="top"><a id="a60789151a57d15a0e7233e639abf8d3f"></a>
<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#ga14fb8fca43a68f4168654e1f9f7e22f7">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>
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<tr class="memitem:a91c06b3f5c1a0426b7a871e1cd103799"><td class="memItemLeft" align="right" valign="top"><a id="a91c06b3f5c1a0426b7a871e1cd103799"></a>
<a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> </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> &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> >())</td></tr>
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<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </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> &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>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_lm_volatility_model"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_lm_volatility_model')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_lm_volatility_model.html">LmVolatilityModel</a></td></tr>
<tr class="memitem:aadbf151af61e33a78daafdef33307386 inherit pub_methods_class_quant_lib_1_1_lm_volatility_model"><td class="memItemLeft" align="right" valign="top"><a id="aadbf151af61e33a78daafdef33307386"></a>
 </td><td class="memItemRight" valign="bottom"><b>LmVolatilityModel</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> size, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> nArguments)</td></tr>
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<tr class="memitem:acce0ab2cacc475b2434f24c65c91685a inherit pub_methods_class_quant_lib_1_1_lm_volatility_model"><td class="memItemLeft" align="right" valign="top"><a id="acce0ab2cacc475b2434f24c65c91685a"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>size</b> () const</td></tr>
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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>
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<tr class="memitem:a35af8c3af10f3ea4e44ccc5e370074bb inherit pub_methods_class_quant_lib_1_1_lm_volatility_model"><td class="memItemLeft" align="right" valign="top"><a id="a35af8c3af10f3ea4e44ccc5e370074bb"></a>
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>
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<tr class="memitem:afc05c0bc446a8bbbf80183519acdfa17 inherit pub_methods_class_quant_lib_1_1_lm_volatility_model"><td class="memItemLeft" align="right" valign="top"><a id="afc05c0bc446a8bbbf80183519acdfa17"></a>
virtual <a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> </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> &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>
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Protected Attributes</h2></td></tr>
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const ext::shared_ptr< <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>
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<tr class="inherit_header pro_attribs_class_quant_lib_1_1_lm_volatility_model"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_lm_volatility_model')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_lm_volatility_model.html">LmVolatilityModel</a></td></tr>
<tr class="memitem:a6bc74a91ed4c6cb51d2fa5b1f8cdaf60 inherit pro_attribs_class_quant_lib_1_1_lm_volatility_model"><td class="memItemLeft" align="right" valign="top"><a id="a6bc74a91ed4c6cb51d2fa5b1f8cdaf60"></a>
const <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>size_</b></td></tr>
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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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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>caplet const volatility model </p>
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