QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for LmConstWrapperVolatilityModel, including all inherited members.
arguments_ | LmVolatilityModel | protected |
generateArguments() override | LmConstWrapperVolatilityModel | privatevirtual |
integratedVariance(Size i, Size j, Time u, const Array &x=Null< Array >()) const override | LmConstWrapperVolatilityModel | virtual |
LmConstWrapperVolatilityModel(const ext::shared_ptr< LmVolatilityModel > &volaModel) | LmConstWrapperVolatilityModel | explicit |
LmVolatilityModel(Size size, Size nArguments) | LmVolatilityModel | |
params() | LmVolatilityModel | |
setParams(const std::vector< Parameter > &arguments) | LmVolatilityModel | |
size() const | LmVolatilityModel | |
size_ | LmVolatilityModel | protected |
volaModel_ | LmConstWrapperVolatilityModel | protected |
volatility(Time t, const Array &x=Null< Array >()) const override | LmConstWrapperVolatilityModel | virtual |
volatility(Size i, Time t, const Array &x=Null< Array >()) | LmConstWrapperVolatilityModel | |
volatility(Time t, const Array &x=Null< Array >()) const=0 | LmConstWrapperVolatilityModel | privatevirtual |
volatility(Size i, Time t, const Array &x=Null< Array >()) const | LmConstWrapperVolatilityModel | privatevirtual |
~LmVolatilityModel()=default | LmVolatilityModel | virtual |