# QuantLib_CapFloorTermVolatilityStructure man page

CapFloorTermVolatilityStructure — Cap/floor term-volatility structure.

## Synopsis

`#include <ql/termstructures/volatility/capfloor/capfloortermvolatilitystructure.hpp>`

Inherits **VolatilityTermStructure**.

Inherited by **CapFloorTermVolCurve**, **CapFloorTermVolSurface**, and **ConstantCapFloorTermVolatility**.

### Public Member Functions

**Constructors**

See the **TermStructure** documentation for issues regarding constructors.

**CapFloorTermVolatilityStructure** (**BusinessDayConvention** bdc, const **DayCounter** &dc=**DayCounter**())**CapFloorTermVolatilityStructure** (const **Date** &**referenceDate**, const **Calendar** &cal, **BusinessDayConvention** bdc, const **DayCounter** &dc=**DayCounter**())

initialize with a fixed reference date **CapFloorTermVolatilityStructure** (**Natural settlementDays**, const **Calendar** &, **BusinessDayConvention** bdc, const **DayCounter** &dc=**DayCounter**())

calculate the reference date based on the global evaluation date

**Volatility**

**Volatility volatility** (const **Period** &length, **Rate** strike, bool extrapolate=false) const

returns the volatility for a given cap/floor length and strike rate **Volatility volatility** (const **Date** &end, **Rate** strike, bool extrapolate=false) const**Volatility volatility** (**Time** t, **Rate** strike, bool extrapolate=false) const

returns the volatility for a given end time and strike rate

### Protected Member Functions

virtual **Volatility volatilityImpl** (**Time** length, **Rate** strike) const =0

implements the actual volatility calculation in derived classes

### Additional Inherited Members

## Detailed Description

Cap/floor term-volatility structure.

This class is purely abstract and defines the interface of concrete structures which will be derived from this one.

## Constructor & Destructor Documentation

### CapFloorTermVolatilityStructure (BusinessDayConvention bdc, const DayCounter & dc = DayCounter())

**Warning**term structures initialized by means of this constructor must manage their own reference date by overriding the

**referenceDate()**method.

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Referenced By

CapFloorTermVolatilityStructure(3) is an alias of QuantLib_CapFloorTermVolatilityStructure(3).