# QuantLib_LocalConstantVol man page

LocalConstantVol — Constant local volatility, no time-strike dependence.

## Synopsis

`#include <ql/termstructures/volatility/equityfx/localconstantvol.hpp>`

Inherits **LocalVolTermStructure**.

### Public Member Functions

**LocalConstantVol** (const **Date** &**referenceDate**, **Volatility** volatility, const **DayCounter** &**dayCounter**)**LocalConstantVol** (const **Date** &**referenceDate**, const **Handle**< **Quote** > &volatility, const **DayCounter** &**dayCounter**)**LocalConstantVol** (**Natural settlementDays**, const **Calendar** &, **Volatility** volatility, const **DayCounter** &**dayCounter**)**LocalConstantVol** (**Natural settlementDays**, const **Calendar** &, const **Handle**< **Quote** > &volatility, const **DayCounter** &**dayCounter**)

**TermStructure interface**

**DayCounter dayCounter** () const

the day counter used for date/time conversion **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

**Visitability**

virtual void **accept** (**AcyclicVisitor** &)

### Additional Inherited Members

## Detailed Description

Constant local volatility, no time-strike dependence.

This class implements the LocalVolatilityTermStructure interface for a constant local volatility (no time/asset dependence). Local volatility and Black volatility are the same when volatility is at most time dependent, so this class is basically a proxy for **BlackVolatilityTermStructure**.

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Referenced By

LocalConstantVol(3) is an alias of QuantLib_LocalConstantVol(3).