QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Protected Attributes | List of all members
VolatilityCube Class Reference

#include <volcube.hpp>

+ Collaboration diagram for VolatilityCube:

Public Member Functions

 VolatilityCube (std::vector< Handle< InterestRateVolSurface > >, std::vector< Handle< AbcdAtmVolCurve > >)
 
const PeriodminIndexTenor () const
 
const PeriodmaxIndexTenor () const
 
const std::vector< Handle< InterestRateVolSurface > > & surfaces () const
 
const std::vector< Handle< AbcdAtmVolCurve > > & curves () const
 

Protected Attributes

std::vector< Handle< InterestRateVolSurface > > surfaces_
 
std::vector< Handle< AbcdAtmVolCurve > > curves_
 

Detailed Description

Definition at line 38 of file volcube.hpp.

Constructor & Destructor Documentation

◆ VolatilityCube()

VolatilityCube ( std::vector< Handle< InterestRateVolSurface > >  surfaces,
std::vector< Handle< AbcdAtmVolCurve > >  curves 
)

Definition at line 27 of file volcube.cpp.

Member Function Documentation

◆ minIndexTenor()

const Period & minIndexTenor ( ) const

◆ maxIndexTenor()

const Period & maxIndexTenor ( ) const

◆ surfaces()

const std::vector< Handle< InterestRateVolSurface > > & surfaces ( ) const

Definition at line 54 of file volcube.hpp.

◆ curves()

const std::vector< Handle< AbcdAtmVolCurve > > & curves ( ) const

Definition at line 59 of file volcube.hpp.

Member Data Documentation

◆ surfaces_

std::vector<Handle<InterestRateVolSurface> > surfaces_
protected

Definition at line 47 of file volcube.hpp.

◆ curves_

std::vector<Handle<AbcdAtmVolCurve> > curves_
protected

Definition at line 48 of file volcube.hpp.