ConstantCapFloorTermVolatility Class Reference
Constant caplet volatility, no time-strike dependence. More...
#include <ql/termstructures/volatility/capfloor/constantcapfloortermvol.hpp>
Inheritance diagram for ConstantCapFloorTermVolatility:

Public Member Functions | |
ConstantCapFloorTermVolatility (Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, const Handle< Quote > &volatility, const DayCounter &dc) | |
floating reference date, floating market data | |
ConstantCapFloorTermVolatility (const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, const Handle< Quote > &volatility, const DayCounter &dc) | |
fixed reference date, floating market data | |
ConstantCapFloorTermVolatility (Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, Volatility volatility, const DayCounter &dc) | |
floating reference date, fixed market data | |
ConstantCapFloorTermVolatility (const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, Volatility volatility, const DayCounter &dc) | |
fixed reference date, fixed market data | |
TermStructure interface | |
Date | maxDate () const |
the latest date for which the curve can return values | |
VolatilityTermStructure 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 | |
Protected Member Functions | |
Volatility | volatilityImpl (Time, Rate) const |
implements the actual volatility calculation in derived classes |