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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_market_model.html">MarketModel</a></li> </ul>
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<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">MarketModel Class Reference<span class="mlabels"><span class="mlabel">abstract</span></span></div> </div>
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<p>base class for market models
<a href="class_quant_lib_1_1_market_model.html#details">More...</a></p>
<p><code>#include <ql/models/marketmodels/marketmodel.hpp></code></p>
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<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for MarketModel:</div>
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<area shape="rect" title="base class for market models" alt="" coords="5,5,103,32"/>
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<table class="memberdecls">
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Public Member Functions</h2></td></tr>
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virtual const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > & </td><td class="memItemRight" valign="bottom"><b>initialRates</b> () const =0</td></tr>
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virtual const std::vector< <a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> > & </td><td class="memItemRight" valign="bottom"><b>displacements</b> () const =0</td></tr>
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virtual 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 =0</td></tr>
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virtual <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>numberOfRates</b> () const =0</td></tr>
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virtual <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>numberOfFactors</b> () const =0</td></tr>
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virtual <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>numberOfSteps</b> () const =0</td></tr>
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virtual 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 =0</td></tr>
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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>
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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>
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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>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>base class for market models </p>
<p>For each time step, generates the pseudo-square root of the covariance matrix for that time step. </p>
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