CcLgmFxOptionVegaParConverter Class Reference

Public Member Functions
	CcLgmFxOptionVegaParConverter (const QuantLib::ext::shared_ptr< CrossAssetModel > &model, const Size foreignCurrency, const std::vector< QuantLib::Period > &optionTerms)
const std::vector< Real > &	optionTimes () const
const Matrix &	dpardzero () const
const Matrix &	dzerodpar () const
const std::vector< Real > &	baseImpliedVols () const