LmConstWrapperVolatilityModel Class Reference

#include <ql/legacy/libormarketmodels/lmconstwrappervolmodel.hpp>

Inheritance diagram for LmConstWrapperVolatilityModel:

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List of all members.

Detailed Description

caplet const volatility model


Public Member Functions

 LmConstWrapperVolatilityModel (const boost::shared_ptr< LmVolatilityModel > &volaModel)
Disposable< Arrayvolatility (Time t, const Array &x=Null< Array >()) const
Volatility volatility (Size i, Time t, const Array &x=Null< Array >())
Real integratedVariance (Size i, Size j, Time u, const Array &x=Null< Array >()) const

Protected Attributes

const boost::shared_ptr< LmVolatilityModelvolaModel_