SwaptionConstantVolatility Class Reference

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

Inheritance diagram for SwaptionConstantVolatility:

Detailed Description

Constant swaption volatility, no time-strike dependence.


SwaptionConstantVolatility interface
const Period &	maxSwapTenor () const
	the largest length for which the term structure can return vols
Time	maxSwapLength () const
	the largest swapLength for which the term structure can return vols
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
Volatility	volatilityImpl (Time, Time, Rate) const
	implements the actual volatility calculation in derived classes
boost::shared_ptr< SmileSection >	smileSectionImpl (Time optionTime, Time swapLength) const
	return smile section
Volatility	volatilityImpl (const Date &, const Period &, Rate) const
Public Member Functions
	SwaptionConstantVolatility (const Date &referenceDate, Volatility volatility, const DayCounter &dayCounter)
	SwaptionConstantVolatility (const Date &referenceDate, const Handle< Quote > &volatility, const DayCounter &dayCounter)
	SwaptionConstantVolatility (Natural settlementDays, const Calendar &, Volatility volatility, const DayCounter &dayCounter)
	SwaptionConstantVolatility (Natural settlementDays, const Calendar &, const Handle< Quote > &volatility, const DayCounter &dayCounter)
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