ConstantSwaptionVolatility Class Reference

Constant swaption volatility, no time-strike dependence. More...

#include <ql/termstructures/volatility/swaption/swaptionconstantvol.hpp>

Inheritance diagram for ConstantSwaptionVolatility:

List of all members.

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 PeriodmaxSwapTenor () const
 the largest length for which the term structure can return vols

Protected Member Functions

boost::shared_ptr< SmileSectionsmileSectionImpl (const Date &, const Period &) const
boost::shared_ptr< SmileSectionsmileSectionImpl (Time, Time) const
Volatility volatilityImpl (const Date &, const Period &, Rate) const
Volatility volatilityImpl (Time, Time, Rate) const

Detailed Description

Constant swaption volatility, no time-strike dependence.