# QuantLib_ConstantCapFloorTermVolatility man page

ConstantCapFloorTermVolatility — Constant caplet volatility, no time-strike dependence.

## Synopsis

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

Inherits **CapFloorTermVolatilityStructure**.

### Public Member Functions

ConstantCapFloorTermVolatility(Natural settlementDays, constCalendar&cal,BusinessDayConventionbdc, constHandle<Quote> &volatility, constDayCounter&dc)

floating reference date, floating market dataConstantCapFloorTermVolatility(constDate&referenceDate, constCalendar&cal,BusinessDayConventionbdc, constHandle<Quote> &volatility, constDayCounter&dc)

fixed reference date, floating market dataConstantCapFloorTermVolatility(Natural settlementDays, constCalendar&cal,BusinessDayConventionbdc,Volatility volatility, constDayCounter&dc)

floating reference date, fixed market dataConstantCapFloorTermVolatility(constDate&referenceDate, constCalendar&cal,BusinessDayConventionbdc,Volatility volatility, constDayCounter&dc)

fixed reference date, fixed market data

**TermStructure interface**

Date maxDate() const

the latest date for which the curve can return values

**VolatilityTermStructure interface**

Real minStrike() const

the minimum strike for which the term structure can return volsReal maxStrike() const

the maximum strike for which the term structure can return vols

### Protected Member Functions

Volatility volatilityImpl(Time,Rate) const

implements the actual volatility calculation in derived classes

### Additional Inherited Members

## Detailed Description

Constant caplet volatility, no time-strike dependence.

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Referenced By

ConstantCapFloorTermVolatility(3) is an alias of QuantLib_ConstantCapFloorTermVolatility(3).