# 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(BusinessDayConventionbdc, constDayCounter&dc=DayCounter())CapFloorTermVolatilityStructure(constDate&referenceDate, constCalendar&cal,BusinessDayConventionbdc, constDayCounter&dc=DayCounter())

initialize with a fixed reference dateCapFloorTermVolatilityStructure(Natural settlementDays, constCalendar&,BusinessDayConventionbdc, constDayCounter&dc=DayCounter())

calculate the reference date based on the global evaluation date

**Volatility**

Volatility volatility(constPeriod&length,Ratestrike, bool extrapolate=false) const

returns the volatility for a given cap/floor length and strike rateVolatility volatility(constDate&end,Ratestrike, bool extrapolate=false) constVolatility volatility(Timet,Ratestrike, bool extrapolate=false) const

returns the volatility for a given end time and strike rate

### Protected Member Functions

virtualVolatility volatilityImpl(Timelength,Ratestrike) 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).