QuantLib_ConstantSwaptionVolatility man page

ConstantSwaptionVolatility (Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, const Handle< Quote > &volatility, const DayCounter &dc, const VolatilityType type=ShiftedLognormal, const Real shift=0.0)
floating reference date, floating market data
ConstantSwaptionVolatility (const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, const Handle< Quote > &volatility, const DayCounter &dc, const VolatilityType type=ShiftedLognormal, const Real shift=0.0)
fixed reference date, floating market data
ConstantSwaptionVolatility (Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, Volatility volatility, const DayCounter &dc, const VolatilityType type=ShiftedLognormal, const Real shift=0.0)
floating reference date, fixed market data
ConstantSwaptionVolatility (const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, Volatility volatility, const DayCounter &dc, const VolatilityType type=ShiftedLognormal, const Real shift=0.0)
fixed reference date, fixed market data
VolatilityType volatilityType () const
volatility type

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 vols
Real maxStrike () const
the maximum strike for which the term structure can return vols

SwaptionVolatilityStructure interface

const Period & maxSwapTenor () const
the largest length for which the term structure can return vols

boost::shared_ptr< SmileSection > smileSectionImpl (const Date &, const Period &) const
boost::shared_ptr< SmileSection > smileSectionImpl (Time, Time) const
Volatility volatilityImpl (const Date &, const Period &, Rate) const
Volatility volatilityImpl (Time, Time, Rate) const
Real shiftImpl (Time optionTime, Time swapLength) const