- QuantLib
- ConstantYoYOptionletVolatility
 
Constant surface, no K or T dependence. More...
#include <ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp>

| Public Member Functions | |
| Constructor | |
| ConstantYoYOptionletVolatility (const Volatility v, Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc, const Period &observationLag, Frequency frequency, bool indexIsInterpolated, Rate minStrike=-1.0, Rate maxStrike=100.0) | |
| calculate the reference date based on the global evaluation date | |
| Limits | |
| virtual Date | maxDate () const | 
| the latest date for which the curve can return values | |
| virtual Real | minStrike () const | 
| the minimum strike for which the term structure can return vols | |
| virtual Real | maxStrike () const | 
| the maximum strike for which the term structure can return vols | |
| Protected Member Functions | |
| virtual Volatility | volatilityImpl (Time length, Rate strike) const | 
| implements the actual volatility calculation in derived classes | |
| Protected Attributes | |
| Volatility | volatility_ | 
| Rate | minStrike_ | 
| Rate | maxStrike_ | 
Constant surface, no K or T dependence.