26 arguments_(nArguments) {
41 QL_FAIL(
"integratedVariance() method is not supported");
49 const std::vector<Parameter> & arguments) {
1-D array used in linear algebra.
void setParams(const std::vector< Parameter > &arguments)
virtual Array volatility(Time t, const Array &x=Null< Array >()) const =0
std::vector< Parameter > & params()
virtual Real integratedVariance(Size i, Size j, Time u, const Array &x=Null< Array >()) const
virtual void generateArguments()=0
std::vector< Parameter > arguments_
LmVolatilityModel(Size size, Size nArguments)
#define QL_FAIL(message)
throw an error (possibly with file and line information)
Real Time
continuous quantity with 1-year units
Real Volatility
volatility
std::size_t Size
size of a container
volatility model for libor market models