30 "invalid step index");
36 "invalid step index");
42 "invalid step index");
43 return std::accumulate(
variances().begin(),
virtual const std::vector< Volatility > & volatilities() const =0
Real totalVariance(Size i) const
Real variance(Size i) const
Volatility volatility(Size i) const
Volatility totalVolatility(Size i) const
virtual const std::vector< Real > & variances() const =0
virtual const std::vector< Time > & rateTimes() const =0
Classes and functions for error handling.
#define QL_REQUIRE(condition, message)
throw an error if the given pre-condition is not verified
Real Volatility
volatility
std::size_t Size
size of a container