- QuantLib
- ImpliedVolTermStructure
 
Implied vol term structure at a given date in the future. More...
#include <ql/termstructures/volatility/equityfx/impliedvoltermstructure.hpp>

| Public Member Functions | |
| ImpliedVolTermStructure (const Handle< BlackVolTermStructure > &origTS, const Date &referenceDate) | |
| 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 | |
| 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 | |
| Visitability | |
| virtual void | accept (AcyclicVisitor &) | 
| Protected Member Functions | |
| virtual Real | blackVarianceImpl (Time t, Real strike) const | 
| Black variance calculation. | |
Implied vol term structure at a given date in the future.
The given date will be the implied reference date.