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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_local_constant_vol.html">LocalConstantVol</a></div>
<h1>LocalConstantVol Class Reference</h1><!-- doxytag: class="QuantLib::LocalConstantVol" --><!-- doxytag: inherits="QuantLib::LocalVolTermStructure" --><code>#include <ql/Volatilities/localconstantvol.hpp></code>
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Inheritance diagram for LocalConstantVol:<p><center><img src="class_quant_lib_1_1_local_constant_vol__inherit__graph.png" border="0" usemap="#_local_constant_vol__inherit__map" alt="Inheritance graph"></center>
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_local_constant_vol-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Constant local volatility, no time-strike dependence.
<p>
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 <a class="el" href="class_quant_lib_1_1_black_volatility_term_structure.html">BlackVolatilityTermStructure</a>.
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<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<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="4f2cfb2a870382131824030c7af6da96"></a><!-- doxytag: member="QuantLib::LocalConstantVol::LocalConstantVol" ref="4f2cfb2a870382131824030c7af6da96" args="(const Date &referenceDate, Volatility volatility, const DayCounter &dayCounter)" -->
</td><td class="memItemRight" valign="bottom"><b>LocalConstantVol</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &referenceDate, Volatility volatility, 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="3c58bd6f33023f66b82cdf19119a2b42"></a><!-- doxytag: member="QuantLib::LocalConstantVol::LocalConstantVol" ref="3c58bd6f33023f66b82cdf19119a2b42" args="(const Date &referenceDate, const Handle< Quote > &volatility, const DayCounter &dayCounter)" -->
</td><td class="memItemRight" valign="bottom"><b>LocalConstantVol</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &referenceDate, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &volatility, 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="ed3e6e25b739c22f259b86bf3beff4b9"></a><!-- doxytag: member="QuantLib::LocalConstantVol::LocalConstantVol" ref="ed3e6e25b739c22f259b86bf3beff4b9" args="(Integer settlementDays, const Calendar &, Volatility volatility, const DayCounter &dayCounter)" -->
</td><td class="memItemRight" valign="bottom"><b>LocalConstantVol</b> (Integer settlementDays, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &, Volatility volatility, 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="c64cd7d06b038f973aee87d81f6056d6"></a><!-- doxytag: member="QuantLib::LocalConstantVol::LocalConstantVol" ref="c64cd7d06b038f973aee87d81f6056d6" args="(Integer settlementDays, const Calendar &, const Handle< Quote > &volatility, const DayCounter &dayCounter)" -->
</td><td class="memItemRight" valign="bottom"><b>LocalConstantVol</b> (Integer settlementDays, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &volatility, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter)</td></tr>
<tr><td colspan="2"><div class="groupHeader">LocalVolTermStructure interface</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d49654ea33055b03f8666910acc13880"></a><!-- doxytag: member="QuantLib::LocalConstantVol::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_local_constant_vol.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::LocalConstantVol::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_local_constant_vol.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::LocalConstantVol::maxTime" ref="4950639c8f60a60050efe2772e1d6a2a" args="() const" -->
Time </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_local_constant_vol.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::LocalConstantVol::minStrike" ref="08611adcd4c1461233257e6ff17c582a" args="() const" -->
Real </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_local_constant_vol.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::LocalConstantVol::maxStrike" ref="4e78ef8a9ed6ba66165705dc96b8d5bf" args="() const" -->
Real </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_local_constant_vol.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 colspan="2"><div class="groupHeader">Visitability</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1d7eaf2f5dccce1c7781b54d64ba4a07"></a><!-- doxytag: member="QuantLib::LocalConstantVol::accept" ref="1d7eaf2f5dccce1c7781b54d64ba4a07" args="(AcyclicVisitor &)" -->
virtual void </td><td class="memItemRight" valign="bottom"><b>accept</b> (<a class="el" href="class_quant_lib_1_1_acyclic_visitor.html">AcyclicVisitor</a> &)</td></tr>
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