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  • Committer: Package Import Robot
  • Author(s): Dirk Eddelbuettel
  • Date: 2012-03-31 10:10:45 UTC
  • mfrom: (1.2.14)
  • Revision ID: package-import@ubuntu.com-20120331101045-60ilq20a9um9bzx3
Tags: 1.2-1
* New upstream release

* As before, re-packaged upstream file QuantLib-docs-1.2.html.tar.gz 
  as described in the copyright file included with the Debian package.

* debian/control: Updated Standards-Version: to current version 

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html/class_quant_lib_1_1_constant_yo_y_optionlet_volatility.html
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<title>QuantLib: ConstantYoYOptionletVolatility Class Reference</title>
 
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<title>ConstantYoYOptionletVolatility Class Reference</title>
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<!--Doxygen-generated content-->
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    <ul>
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      <li class="navelem"><b>QuantLib</b>      </li>
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      <li class="navelem"><a class="el" href="class_quant_lib_1_1_constant_yo_y_optionlet_volatility.html">ConstantYoYOptionletVolatility</a>      </li>
 
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<a href="#pro-methods">Protected Member Functions</a> &#124;
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<a href="#pro-attribs">Protected Attributes</a>  </div>
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  <div class="headertitle">
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<h1>ConstantYoYOptionletVolatility Class Reference</h1>  </div>
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<div class="title">ConstantYoYOptionletVolatility Class Reference</div>  </div>
 
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<!-- doxytag: class="QuantLib::ConstantYoYOptionletVolatility" --><!-- doxytag: inherits="QuantLib::YoYOptionletVolatilitySurface" -->
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<p>Constant surface, no K or T dependence.  
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<a href="#_details">More...</a></p>
 
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 <a href="class_quant_lib_1_1_constant_yo_y_optionlet_volatility.html#details">More...</a></p>
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<p><code>#include &lt;ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp&gt;</code></p>
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Public Member Functions</h2></td></tr>
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<tr><td colspan="2"><div class="groupHeader">Constructor</div></td></tr>
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<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2228c9cb3fe486f6f547f2114b3519c2"></a><!-- doxytag: member="QuantLib::ConstantYoYOptionletVolatility::ConstantYoYOptionletVolatility" ref="a2228c9cb3fe486f6f547f2114b3519c2" args="(const Volatility v, Natural settlementDays, const Calendar &amp;, BusinessDayConvention bdc, const DayCounter &amp;dc, const Period &amp;observationLag, Frequency frequency, bool indexIsInterpolated, Rate minStrike=&#45;1.0, Rate maxStrike=100.0)" -->
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&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_yo_y_optionlet_volatility.html#a2228c9cb3fe486f6f547f2114b3519c2">ConstantYoYOptionletVolatility</a> (const <a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> v, <a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> <a class="el" href="class_quant_lib_1_1_term_structure.html#ab6506da60fec85c6f146f1b43116de70">settlementDays</a>, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &amp;, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bdc, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &amp;dc, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &amp;<a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html#abafd7188fd2256052647de8003c83484">observationLag</a>, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, bool indexIsInterpolated, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> <a class="el" href="class_quant_lib_1_1_constant_yo_y_optionlet_volatility.html#a325a26f342dc0d36ac376c98e79f7565">minStrike</a>=-1.0, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> <a class="el" href="class_quant_lib_1_1_constant_yo_y_optionlet_volatility.html#a890665a296b4f9991d4d01ac63e35873">maxStrike</a>=100.0)</td></tr>
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<tr><td class="mdescLeft">&#160;</td><td class="mdescRight">calculate the reference date based on the global evaluation date <br/></td></tr>
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<tr><td colspan="2"><div class="groupHeader">Limits</div></td></tr>
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<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a>&#160;</td><td class="memItemRight" valign="bottom"><b>maxStrike_</b></td></tr>
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</table>
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<hr/><a name="_details"></a><h2>Detailed Description</h2>
 
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
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<div class="textblock"><p>Constant surface, no K or T dependence. </p>
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Documentation generated by
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<a href="http://www.doxygen.org">Doxygen</a> 1.7.6.1
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