QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
LmConstWrapperVolatilityModel Member List

This is the complete list of members for LmConstWrapperVolatilityModel, including all inherited members.

arguments_ (defined in LmVolatilityModel)LmVolatilityModelprotected
integratedVariance(Size i, Size j, Time u, const Array &x=Null< Array >()) const (defined in LmConstWrapperVolatilityModel)LmConstWrapperVolatilityModelvirtual
LmConstWrapperVolatilityModel(const ext::shared_ptr< LmVolatilityModel > &volaModel) (defined in LmConstWrapperVolatilityModel)LmConstWrapperVolatilityModelexplicit
LmVolatilityModel(Size size, Size nArguments) (defined in LmVolatilityModel)LmVolatilityModel
params() (defined in LmVolatilityModel)LmVolatilityModel
setParams(const std::vector< Parameter > &arguments) (defined in LmVolatilityModel)LmVolatilityModel
size() const (defined in LmVolatilityModel)LmVolatilityModel
size_ (defined in LmVolatilityModel)LmVolatilityModelprotected
volaModel_ (defined in LmConstWrapperVolatilityModel)LmConstWrapperVolatilityModelprotected
volatility(Time t, const Array &x=Null< Array >()) const (defined in LmConstWrapperVolatilityModel)LmConstWrapperVolatilityModelvirtual
volatility(Size i, Time t, const Array &x=Null< Array >()) (defined in LmConstWrapperVolatilityModel)LmConstWrapperVolatilityModel
volatility(Size i, Time t, const Array &x=Null< Array >()) const (defined in LmVolatilityModel)LmVolatilityModelvirtual
~LmVolatilityModel() (defined in LmVolatilityModel)LmVolatilityModelvirtual