QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <volcube.hpp>
Public Member Functions | |
VolatilityCube (std::vector< Handle< InterestRateVolSurface > >, std::vector< Handle< AbcdAtmVolCurve > >) | |
const Period & | minIndexTenor () const |
const Period & | maxIndexTenor () 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_ |
Definition at line 38 of file volcube.hpp.
VolatilityCube | ( | std::vector< Handle< InterestRateVolSurface > > | surfaces, |
std::vector< Handle< AbcdAtmVolCurve > > | curves | ||
) |
Definition at line 27 of file volcube.cpp.
const Period & minIndexTenor | ( | ) | const |
const Period & maxIndexTenor | ( | ) | const |
const std::vector< Handle< InterestRateVolSurface > > & surfaces | ( | ) | const |
Definition at line 54 of file volcube.hpp.
const std::vector< Handle< AbcdAtmVolCurve > > & curves | ( | ) | const |
Definition at line 59 of file volcube.hpp.
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protected |
Definition at line 47 of file volcube.hpp.
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protected |
Definition at line 48 of file volcube.hpp.