# 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(constDate&referenceDate,Volatilityvolatility, constDayCounter&dayCounter)LocalConstantVol(constDate&referenceDate, constHandle<Quote> &volatility, constDayCounter&dayCounter)LocalConstantVol(Natural settlementDays, constCalendar&,Volatilityvolatility, constDayCounter&dayCounter)LocalConstantVol(Natural settlementDays, constCalendar&, constHandle<Quote> &volatility, constDayCounter&dayCounter)

**TermStructure interface**

DayCounter dayCounter() const

the day counter used for date/time conversionDate 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

**Visitability**

virtual voidaccept(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).