25 const std::vector<Time>& fixingTimes,
1-D array used in linear algebra.
Standard constant parameter .
Array volatility(Time t, const Array &x=Null< Array >()) const override
LmExtLinearExponentialVolModel(const std::vector< Time > &fixingTimes, Real a, Real b, Real c, Real d)
Real integratedVariance(Size i, Size j, Time u, const Array &x=Null< Array >()) const override
linear exponential volatility model
Array volatility(Time t, const Array &x=Null< Array >()) const override
Real integratedVariance(Size i, Size j, Time u, const Array &x=Null< Array >()) const override
std::vector< Parameter > arguments_
Constraint imposing positivity to all arguments
ext::function< Real(Real)> b
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