#include <ql/experimental/volatility/volcube.hpp>
Collaboration diagram for VolatilityCube:
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_ |
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_
|
protected |
Definition at line 47 of file volcube.hpp.
◆ curves_
|
protected |
Definition at line 48 of file volcube.hpp.