CapletConstantVolatility Class Reference

#include <ql/termstructures/volatilities/capletconstantvol.hpp>

Inheritance diagram for CapletConstantVolatility:

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List of all members.

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