PiecewiseConstantVariance Class Reference

#include <piecewiseconstantvariance.hpp>

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Public Member Functions
virtual	~PiecewiseConstantVariance ()=default
virtual const std::vector< Real > &	variances () const =0
virtual const std::vector< Volatility > &	volatilities () const =0
virtual const std::vector< Time > &	rateTimes () const =0
Real	variance (Size i) const
Volatility	volatility (Size i) const
Real	totalVariance (Size i) const
Volatility	totalVolatility (Size i) const

Detailed Description

Definition at line 33 of file piecewiseconstantvariance.hpp.

Constructor & Destructor Documentation

~PiecewiseConstantVariance()

virtual ~PiecewiseConstantVariance ( )

virtualdefault

Member Function Documentation

variances()

virtual const std::vector< Real > & variances ( ) const

pure virtual

Implemented in PiecewiseConstantAbcdVariance.

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volatilities()

virtual const std::vector< Volatility > & volatilities ( ) const

pure virtual

Implemented in PiecewiseConstantAbcdVariance.

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rateTimes()

virtual const std::vector< Time > & rateTimes ( ) const

pure virtual

Implemented in PiecewiseConstantAbcdVariance.

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variance()

Real variance

(

Size

i

)

const

Definition at line 28 of file piecewiseconstantvariance.cpp.

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volatility()

Volatility volatility

(

Size

i

)

const

Definition at line 34 of file piecewiseconstantvariance.cpp.

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totalVariance()

Real totalVariance

(

Size

i

)

const

Definition at line 40 of file piecewiseconstantvariance.cpp.

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totalVolatility()

Volatility totalVolatility

(

Size

i

)

const

Definition at line 47 of file piecewiseconstantvariance.cpp.

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