SwaptionConstantVolatility Class Reference

#include <ql/Volatilities/swaptionconstantvol.hpp>

Inheritance diagram for SwaptionConstantVolatility:

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List of all members.

Detailed Description

Constant swaption volatility, no time-strike dependence.


SwaptionConstantVolatility interface

Date maxStartDate () const
 the latest start date for which the term structure can return vols
Time maxStartTime () const
 the latest start time for which the term structure can return vols
Period maxLength () const
 the largest length for which the term structure can return vols
Time maxTimeLength () const
 the largest length for which the term structure can return vols
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
boost::shared_ptr< SmileSectionsmileSection (const Date &start, const Period &length) const
 return trivial smile section
Volatility volatilityImpl (Time, Time, Rate) const
 implements the actual volatility calculation in derived classes
boost::shared_ptr< SmileSectionsmileSection (Time start, Time length) const
 return smile section
Volatility volatilityImpl (const Date &, const Period &, Rate) const

Public Member Functions

 SwaptionConstantVolatility (const Date &referenceDate, Volatility volatility, const DayCounter &dayCounter)
 SwaptionConstantVolatility (const Date &referenceDate, const Handle< Quote > &volatility, const DayCounter &dayCounter)
 SwaptionConstantVolatility (Integer settlementDays, const Calendar &, Volatility volatility, const DayCounter &dayCounter)
 SwaptionConstantVolatility (Integer settlementDays, const Calendar &, const Handle< Quote > &volatility, const DayCounter &dayCounter)
TermStructure interface
DayCounter dayCounter () const
 the day counter used for date/time conversion