26 const std::vector<Time>& startTimes)
28 startTimes_(startTimes) {
31 "volatility array and fixing time array have to have "
42 "invalid time given for volatility model");
60 "invalid time given for volatility model");
1-D array used in linear algebra.
Size size() const
dimension of the array
Array volatility(Time t, const Array &x=Null< Array >()) const override
LmFixedVolatilityModel(Array volatilities, const std::vector< Time > &startTimes)
void generateArguments() override
const Array volatilities_
const std::vector< Time > startTimes_
#define QL_REQUIRE(condition, message)
throw an error if the given pre-condition is not verified
Real Time
continuous quantity with 1-year units
Real Volatility
volatility
std::size_t Size
size of a container
model of constant volatilities for libor market models