24#ifndef quantlib_libor_market_ext_linear_exp_volatility_model_hpp
25#define quantlib_libor_market_ext_linear_exp_volatility_model_hpp
1-D array used in linear algebra.
extended linear exponential volatility model
Array volatility(Time t, const Array &x=Null< Array >()) const override
Real integratedVariance(Size i, Size j, Time u, const Array &x=Null< Array >()) const override
linear exponential volatility model
template class providing a null value for a given type.
ext::function< Real(Real)> b
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