QuantLib_ConstantCPIVolatility man page
ConstantCPIVolatility — Constant surface, no K or T dependence.
Public Member Functions
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
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
Constant surface, no K or T dependence.
Generated automatically by Doxygen for QuantLib from the source code.
ConstantCPIVolatility(3) is an alias of QuantLib_ConstantCPIVolatility(3).