- QuantLib
- ConstantSwaptionVolatility
 
Constant swaption volatility, no time-strike dependence. More...
#include <ql/termstructures/volatility/swaption/swaptionconstantvol.hpp>

| Public Member Functions | |
| ConstantSwaptionVolatility (Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, const Handle< Quote > &volatility, const DayCounter &dc) | |
| floating reference date, floating market data | |
| ConstantSwaptionVolatility (const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, const Handle< Quote > &volatility, const DayCounter &dc) | |
| fixed reference date, floating market data | |
| ConstantSwaptionVolatility (Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, Volatility volatility, const DayCounter &dc) | |
| floating reference date, fixed market data | |
| ConstantSwaptionVolatility (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 | |
| SwaptionVolatilityStructure interface | |
| const Period & | maxSwapTenor () const | 
| the largest length for which the term structure can return vols | |
| Protected Member Functions | |
| boost::shared_ptr< SmileSection > | smileSectionImpl (const Date &, const Period &) const | 
| boost::shared_ptr< SmileSection > | smileSectionImpl (Time, Time) const | 
| Volatility | volatilityImpl (const Date &, const Period &, Rate) const | 
| Volatility | volatilityImpl (Time, Time, Rate) const | 
Constant swaption volatility, no time-strike dependence.