#include <lmfixedvolmodel.hpp>

Inheritance diagram for LmFixedVolatilityModel:

Collaboration diagram for LmFixedVolatilityModel:

Public Member Functions
	LmFixedVolatilityModel (Array volatilities, const std::vector< Time > &startTimes)

Array	volatility (Time t, const Array &x=Null< Array >()) const override

Volatility	volatility (Size i, Time t, const Array &x) const override

Public Member Functions inherited from LmVolatilityModel
	LmVolatilityModel (Size size, Size nArguments)

virtual	~LmVolatilityModel ()=default

Size	size () const

std::vector< Parameter > &	params ()

void	setParams (const std::vector< Parameter > &arguments)

virtual Array	volatility (Time t, const Array &x=Null< Array >()) const =0

virtual Volatility	volatility (Size i, Time t, const Array &x=Null< Array >()) const

virtual Real	integratedVariance (Size i, Size j, Time u, const Array &x=Null< Array >()) const

Private Member Functions
void	generateArguments () override

Private Attributes
const Array	volatilities_

const std::vector< Time >	startTimes_

Additional Inherited Members
Protected Attributes inherited from LmVolatilityModel
const Size	size_

std::vector< Parameter >	arguments_

Detailed Description

Definition at line 31 of file lmfixedvolmodel.hpp.

Constructor & Destructor Documentation

◆ LmFixedVolatilityModel()

LmFixedVolatilityModel	(	Array	volatilities,
		const std::vector< Time > &	startTimes
	)

Definition at line 25 of file lmfixedvolmodel.cpp.

Here is the call graph for this function:

Member Function Documentation

◆ volatility() [1/2]

Array volatility	(	Time	t,
		const Array &	x = `Null<Array>()`
	)		const

overridevirtual

Implements LmVolatilityModel.

Definition at line 40 of file lmfixedvolmodel.cpp.

◆ volatility() [2/2]

Volatility volatility	(	Size	i,
		Time	t,
		const Array &	x
	)		const

overridevirtual

Reimplemented from LmVolatilityModel.

Definition at line 57 of file lmfixedvolmodel.cpp.

◆ generateArguments()

void generateArguments ( )

overrideprivatevirtual

Implements LmVolatilityModel.

Definition at line 69 of file lmfixedvolmodel.cpp.

Member Data Documentation

◆ volatilities_

const Array volatilities_

private

Definition at line 41 of file lmfixedvolmodel.hpp.

◆ startTimes_

const std::vector<Time> startTimes_

private

Definition at line 42 of file lmfixedvolmodel.hpp.

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members