24#ifndef quantlib_libor_market_const_wrapper_volatility_model_hpp
25#define quantlib_libor_market_const_wrapper_volatility_model_hpp
35 const ext::shared_ptr<LmVolatilityModel> & volaModel)
49 return volaModel_->integratedVariance(i, j, u, x);
1-D array used in linear algebra.
caplet const volatility model
Array volatility(Time t, const Array &x=Null< Array >()) const override
LmConstWrapperVolatilityModel(const ext::shared_ptr< LmVolatilityModel > &volaModel)
void generateArguments() override
Volatility volatility(Size i, Time t, const Array &x=Null< Array >())
Real integratedVariance(Size i, Size j, Time u, const Array &x=Null< Array >()) const override
const ext::shared_ptr< LmVolatilityModel > volaModel_
virtual Array volatility(Time t, const Array &x=Null< Array >()) const =0
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