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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_cap_volatility_vector.html">CapVolatilityVector</a></div>
<h1>CapVolatilityVector Class Reference</h1><!-- doxytag: class="QuantLib::CapVolatilityVector" --><!-- doxytag: inherits="QuantLib::CapVolatilityStructure" --><code>#include <ql/Volatilities/capflatvolvector.hpp></code>
<p>
Inheritance diagram for CapVolatilityVector:<p><center><img src="class_quant_lib_1_1_cap_volatility_vector__inherit__graph.png" border="0" usemap="#_cap_volatility_vector__inherit__map" alt="Inheritance graph"></center>
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<area href="class_quant_lib_1_1_cap_volatility_structure.html" shape="rect" coords="77,156,245,180" alt="">
<area href="class_quant_lib_1_1_term_structure.html" shape="rect" coords="103,81,220,105" alt="">
<area href="class_quant_lib_1_1_observer.html" shape="rect" coords="5,7,88,31" alt="">
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_cap_volatility_vector-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Cap/floor at-the-money term-volatility vector.
<p>
This class provides the at-the-money volatility for a given cap by interpolating a volatility vector whose elements are the market volatilities of a set of caps/floors with given length.<p>
<dl compact><dt><b><a class="el" href="todo.html#_todo000063">Todo:</a></b></dt><dd>either add correct copy behavior or inhibit copy. Right now, a copied instance would end up with its own copy of the length vector but an interpolation pointing to the original ones. </dd></dl>
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<table border="0" cellpadding="0" cellspacing="0">
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<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ca87beaac92dafb3b7f3d614a9c91040"></a><!-- doxytag: member="QuantLib::CapVolatilityVector::CapVolatilityVector" ref="ca87beaac92dafb3b7f3d614a9c91040" args="(const Date &settlementDate, const std::vector< Period > &lengths, const std::vector< Volatility > &volatilities, const DayCounter &dayCounter)" -->
</td><td class="memItemRight" valign="bottom"><b>CapVolatilityVector</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &settlementDate, const std::vector< <a class="el" href="class_quant_lib_1_1_period.html">Period</a> > &lengths, const std::vector< Volatility > &volatilities, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fd742a96f529c81eef4ee669d0e4e5ef"></a><!-- doxytag: member="QuantLib::CapVolatilityVector::CapVolatilityVector" ref="fd742a96f529c81eef4ee669d0e4e5ef" args="(Integer settlementDays, const Calendar &calendar, const std::vector< Period > &lengths, const std::vector< Volatility > &volatilities, const DayCounter &dayCounter)" -->
</td><td class="memItemRight" valign="bottom"><b>CapVolatilityVector</b> (Integer settlementDays, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &calendar, const std::vector< <a class="el" href="class_quant_lib_1_1_period.html">Period</a> > &lengths, const std::vector< Volatility > &volatilities, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d49654ea33055b03f8666910acc13880"></a><!-- doxytag: member="QuantLib::CapVolatilityVector::dayCounter" ref="d49654ea33055b03f8666910acc13880" args="() const" -->
<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cap_volatility_vector.html#d49654ea33055b03f8666910acc13880">dayCounter</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the day counter used for date/time conversion <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6fa1d746e67f372c6e09e4ec9ad8973b"></a><!-- doxytag: member="QuantLib::CapVolatilityVector::maxDate" ref="6fa1d746e67f372c6e09e4ec9ad8973b" args="() const" -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cap_volatility_vector.html#6fa1d746e67f372c6e09e4ec9ad8973b">maxDate</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the latest date for which the curve can return values <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4950639c8f60a60050efe2772e1d6a2a"></a><!-- doxytag: member="QuantLib::CapVolatilityVector::maxTime" ref="4950639c8f60a60050efe2772e1d6a2a" args="() const" -->
Time </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cap_volatility_vector.html#4950639c8f60a60050efe2772e1d6a2a">maxTime</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the latest time for which the curve can return values <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="08611adcd4c1461233257e6ff17c582a"></a><!-- doxytag: member="QuantLib::CapVolatilityVector::minStrike" ref="08611adcd4c1461233257e6ff17c582a" args="() const" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cap_volatility_vector.html#08611adcd4c1461233257e6ff17c582a">minStrike</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the minimum strike for which the term structure can return vols <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4e78ef8a9ed6ba66165705dc96b8d5bf"></a><!-- doxytag: member="QuantLib::CapVolatilityVector::maxStrike" ref="4e78ef8a9ed6ba66165705dc96b8d5bf" args="() const" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cap_volatility_vector.html#4e78ef8a9ed6ba66165705dc96b8d5bf">maxStrike</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the maximum strike for which the term structure can return vols <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cap_volatility_vector.html#c5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
</table>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="c5c54df7ed3b930268c8d7752c101725"></a><!-- doxytag: member="QuantLib::CapVolatilityVector::update" ref="c5c54df7ed3b930268c8d7752c101725" args="()" -->
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<td class="memname">void update </td>
<td>(</td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"><code> [virtual]</code></td>
</tr>
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<p>
This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.
<p>
Reimplemented from <a class="el" href="class_quant_lib_1_1_term_structure.html#c5c54df7ed3b930268c8d7752c101725">TermStructure</a>.
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