CallableBondConstantVolatility Class Reference

Constant callable-bond volatility, no time-strike dependence. More...

#include <ql/experimental/callablebonds/callablebondconstantvol.hpp>

Inheritance diagram for CallableBondConstantVolatility:

List of all members.

CallableBondConstantVolatility interface

const PeriodmaxBondTenor () const
 the largest length for which the term structure can return vols
Time maxBondLength () const
 the largest bondLength 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
Volatility volatilityImpl (Time, Time, Rate) const
 implements the actual volatility calculation in derived classes
boost::shared_ptr< SmileSectionsmileSectionImpl (Time optionTime, Time bondLength) const
 return smile section
Volatility volatilityImpl (const Date &, const Period &, Rate) const

Public Member Functions

 CallableBondConstantVolatility (const Date &referenceDate, Volatility volatility, const DayCounter &dayCounter)
 CallableBondConstantVolatility (const Date &referenceDate, const Handle< Quote > &volatility, const DayCounter &dayCounter)
 CallableBondConstantVolatility (Natural settlementDays, const Calendar &, Volatility volatility, const DayCounter &dayCounter)
 CallableBondConstantVolatility (Natural settlementDays, const Calendar &, const Handle< Quote > &volatility, const DayCounter &dayCounter)
TermStructure interface
DayCounter dayCounter () const
 the day counter used for date/time conversion
Date maxDate () const
 the latest date for which the curve can return values


Detailed Description

Constant callable-bond volatility, no time-strike dependence.