CapletConstantVolatility Class Reference
#include <ql/termstructures/volatilities/capletconstantvol.hpp>
Inheritance diagram for CapletConstantVolatility:

Detailed Description
Constant caplet volatility, no time-strike dependence.
Public Member Functions | |
CapletConstantVolatility (const Date &referenceDate, Volatility volatility, const DayCounter &dayCounter) | |
CapletConstantVolatility (const Date &referenceDate, const Handle< Quote > &volatility, const DayCounter &dayCounter) | |
CapletConstantVolatility (Volatility volatility, const DayCounter &dayCounter) | |
CapletConstantVolatility (const Handle< Quote > &volatility, const DayCounter &dayCounter) | |
Date | maxDate () const |
the latest date for which the curve can return values | |
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 | |
TermStructure interface | |
DayCounter | dayCounter () const |
the day counter used for date/time conversion | |
Protected Member Functions | |
CapletVolatilityStructure interface | |
Volatility | volatilityImpl (Time t, Rate) const |
implements the actual volatility calculation in derived classes |