#include <ql/models/marketmodels/models/volatilityinterpolationspecifier.hpp>
◆ VolatilityInterpolationSpecifier()
◆ ~VolatilityInterpolationSpecifier()
◆ setScalingFactors()
virtual void setScalingFactors |
( |
const std::vector< Real > & |
scales | ) |
|
|
pure virtual |
◆ setLastCapletVol()
virtual void setLastCapletVol |
( |
Real |
vol | ) |
|
|
pure virtual |
◆ interpolatedVariances()
◆ originalVariances()
◆ getPeriod()
virtual Size getPeriod |
( |
| ) |
const |
|
pure virtual |
◆ getOffset()
virtual Size getOffset |
( |
| ) |
const |
|
pure virtual |
◆ getNoBigRates()
virtual Size getNoBigRates |
( |
| ) |
const |
|
pure virtual |
◆ getNoSmallRates()
virtual Size getNoSmallRates |
( |
| ) |
const |
|
pure virtual |