ConstantYoYOptionletVolatility Class Reference

Constant surface, no K or T dependence. More...

#include <ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp>

Inheritance diagram for ConstantYoYOptionletVolatility:

List of all members.

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_

Detailed Description

Constant surface, no K or T dependence.