QuantLib_ConstantCPIVolatility man page

ConstantCPIVolatility — Constant surface, no K or T dependence.

Synopsis

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

Inherits CPIVolatilitySurface.

Public Member Functions

Constructor

ConstantCPIVolatility (const Volatility v, Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc, const Period &observationLag, Frequency frequency, bool indexIsInterpolated)
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

Additional Inherited Members

Detailed Description

Constant surface, no K or T dependence.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

ConstantCPIVolatility(3) is an alias of QuantLib_ConstantCPIVolatility(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib