org.jquantlib.legacy.libormarkets

Class LmFixedVolatilityModel

java.lang.Object

org.jquantlib.legacy.libormarkets.LmVolatilityModel

org.jquantlib.legacy.libormarkets.LmFixedVolatilityModel

public class LmFixedVolatilityModel
extends LmVolatilityModel

Constructor Summary

Constructors

Constructor and Description
LmFixedVolatilityModel(Array volatilities, Array startTimes)

Method Summary

Modifier and Type	Method and Description
Array	volatility(double t, Array x)
double	volatility(int i, double t, Array x)

Methods inherited from class org.jquantlib.legacy.libormarkets.LmVolatilityModel

integratedVariance, isTimeIndependent, setParams, size, volatility, volatility

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

LmFixedVolatilityModel

public LmFixedVolatilityModel(Array volatilities,
                              Array startTimes)

Method Detail

volatility

public Array volatility(double t,
                        Array x)

Specified by:

volatility in class LmVolatilityModel

volatility

public double volatility(int i,
                         double t,
                         Array x)

Overrides:

volatility in class LmVolatilityModel