24#ifndef quantlib_libor_market_fixed_volatility_model_hpp
25#define quantlib_libor_market_fixed_volatility_model_hpp
1-D array used in linear algebra.
Array volatility(Time t, const Array &x=Null< Array >()) const override
void generateArguments() override
const Array volatilities_
const std::vector< Time > startTimes_
template class providing a null value for a given type.
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