24#ifndef quantlib_libor_market_linear_exp_volatility_model_hpp
25#define quantlib_libor_market_linear_exp_volatility_model_hpp
49 const std::vector<Time>& fixingTimes,
1-D array used in linear algebra.
linear exponential volatility model
Array volatility(Time t, const Array &x=Null< Array >()) const override
void generateArguments() override
const std::vector< Time > fixingTimes_
Real integratedVariance(Size i, Size j, Time u, const Array &x=Null< Array >()) const override
template class providing a null value for a given type.
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