LMMLinearExpVolModel

High level graphic of LMMLinearExpVolModel() function with parameters. Blue square node is the actual function with the parameters ordered.

1. Key parameter
   
   
   Key value to use as a handle for the created object
2. Reload parameter
   
   
   When creating this object for the first time, set this parameter to a positive value. Within Excel, when re-computing a worksheet where you do not wish to recreate the object, set this parameter to zero (0).
3. LMMProcess parameter
   
   
   Key to an already constructed LMMProcess object.
4. a parameter
   
   
   'a' parameter that is to be used within the linear exponential volatility model.
5. b parameter
   
   
   'b' parameter that is to be used within the linear exponential volatility model.
6. c parameter
   
   
   'c' parameter that is to be used within the linear exponential volatility model.
7. d parameter
   
   
   'd' parameter that is to be used within the linear exponential volatility model.

String CTLMMVolCorrModels.LMMLinearExpVolModel( _
String Key, _
Long Reload, _
String LMMProcess, _
Double a, _
Double b, _
Double c, _
Double d)

=CT.MOD.LMMLinearExpVolModel(
Excel String Cell Key,
Excel Numeric Cell Reload,
Excel String Cell LMMProcess,
Excel Numeric Cell a,
Excel Numeric Cell b,
Excel Numeric Cell c,
Excel Numeric Cell d)

static std::string LMMLinearExpVolModel(
std::string Key,
long Reload,
std::string LMMProcess,
double a,
double b,
double c,
double d);

System.String CTLMMVolCorrModelsSA.LMMLinearExpVolModel(
System.String Key,
System.Int32 Reload,
System.String LMMProcess,
System.Double a,
System.Double b,
System.Double c,
System.Double d);

• CALUKExchange() ( CT.QL.Curves20 )
• CALEURO() ( CT.QL.Curves20 )
• ValueDateObj() ( CT.QL.Utils20 )
• CreateDepoTemplate() ( CT.QL.Curves20 )
• CreateSwapTemplate() ( CT.QL.Curves20 )
• MKTYC_D() ( CT.QL.Curves20 )
• CreateIndex() ( CT.QL.Curves20 )
• LMMProcess() ( CT.QL.Models20 )
• LMMLinearExpVolModel() ( CT.QL.Models20 )

• Example VB.NET Driver function. Preparing the parameters and the final function call (the result).
• Example C# Driver function. Preparing the parameters, sub-function calls and the final function call (the result).
• Example C++.NET Driver function. Preparing the parameters and the final function call (the result).
• Example J# Driver function. Preparing the parameters and the final function call (the result).

• Example Visual Basic 6 Driver function. Preparing the parameters and the final function call (the result).
• Example Excel VBA Driver function. Preparing the parameters and the final function call (the result).
• Example C++ Driver function. Preparing the parameters and the final function call (the result).
• Example Java Driver function. Preparing the parameters and the final function call (the result).