#include <ored/model/modelparameter.hpp>
Public Member Functions | |
VolatilityParameter () | |
Default constructor. | |
VolatilityParameter (LgmData::VolatilityType volatilityType, bool calibrate, ParamType type, const std::vector< QuantLib::Time > ×, const std::vector< QuantLib::Real > &values) | |
Constructor for piecewise volatility with an explicit volatility type. | |
VolatilityParameter (LgmData::VolatilityType volatilityType, bool calibrate, QuantLib::Real value) | |
Constructor for constant volatility with an explicit volatility type. | |
VolatilityParameter (bool calibrate, ParamType type, const std::vector< QuantLib::Time > ×, const std::vector< QuantLib::Real > &values) | |
Constructor for piecewise volatility without an explicit volatility type. | |
VolatilityParameter (bool calibrate, QuantLib::Real value) | |
Constructor for constant volatility without an explicit volatility type. | |
Inspectors | |
const boost::optional< LgmData::VolatilityType > & | volatilityType () const |
Public Member Functions inherited from ModelParameter | |
ModelParameter () | |
Default constructor. | |
ModelParameter (bool calibrate, ParamType type, const std::vector< QuantLib::Time > ×, const std::vector< QuantLib::Real > &values) | |
Detailed constructor. | |
bool | calibrate () const |
ParamType | type () const |
const std::vector< QuantLib::Time > & | times () const |
const std::vector< QuantLib::Real > & | values () const |
Public Member Functions inherited from XMLSerializable | |
void | fromFile (const std::string &filename) |
void | toFile (const std::string &filename) |
void | fromXMLString (const std::string &xml) |
Parse from XML string. | |
std::string | toXMLString () |
Parse from XML string. | |
Serialisation | |
void | fromXML (XMLNode *node) override |
XMLNode * | toXML (XMLDocument &doc) override |
Additional Inherited Members | |
Protected Member Functions inherited from ModelParameter | |
void | append (XMLDocument &doc, XMLNode *node) const |
Method used by toXML in derived classes to add the members here to a node. | |
virtual void | check () const |
Perform some checks on the parameters. | |
Volatility model parameter with optional volatility type.