ConstantOptionletVol Class Reference
#include <ql/termstructures/volatility/optionlet/constantoptionletvol.hpp>
Inheritance diagram for ConstantOptionletVol:

Detailed Description
Constant caplet volatility, no time-strike dependence.OptionletVolatilityStructure interface | |
| Real | minStrike () const |
| the minimum strike for which the term structure can return vols | |
| Real | maxStrike () const |
| the maximum strike for which the term structure can return vols | |
| Volatility | volatilityImpl (Time t, Rate) const |
| implements the actual volatility calculation in derived classes | |
Public Member Functions | |
| ConstantOptionletVol (const Handle< Quote > &volatility, const Calendar &cal, const DayCounter &dayCounter=Actual365Fixed(), BusinessDayConvention bdc=Following) | |
| floating reference date, floating market data | |
| ConstantOptionletVol (const Date &referenceDate, const Handle< Quote > &volatility, const Calendar &cal, const DayCounter &dayCounter=Actual365Fixed(), BusinessDayConvention bdc=Following) | |
| fixed reference date, floating market data | |
| ConstantOptionletVol (Volatility volatility, const Calendar &cal, const DayCounter &dayCounter=Actual365Fixed(), BusinessDayConvention bdc=Following) | |
| floating reference date, fixed market data | |
| ConstantOptionletVol (const Date &referenceDate, Volatility volatility, const Calendar &cal, const DayCounter &dayCounter=Actual365Fixed(), BusinessDayConvention bdc=Following) | |
| fixed reference date, fixed market data | |
TermStructure interface | |
| Date | maxDate () const |
| the latest date for which the curve can return values | |