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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html">SwaptionConstantVolatility</a></div>
<h1>SwaptionConstantVolatility Class Reference</h1><!-- doxytag: class="QuantLib::SwaptionConstantVolatility" --><!-- doxytag: inherits="QuantLib::SwaptionVolatilityStructure" --><code>#include <ql/Volatilities/swaptionconstantvol.hpp></code>
<p>
Inheritance diagram for SwaptionConstantVolatility:<p><center><img src="class_quant_lib_1_1_swaption_constant_volatility__inherit__graph.png" border="0" usemap="#_swaption_constant_volatility__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_swaption_constant_volatility-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Constant swaption volatility, no time-strike dependence.
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<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>SwaptionConstantVolatility interface</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fbce30aded8302a5a47dfa9454699ce5"></a><!-- doxytag: member="QuantLib::SwaptionConstantVolatility::maxStartDate" ref="fbce30aded8302a5a47dfa9454699ce5" 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_swaption_constant_volatility.html#fbce30aded8302a5a47dfa9454699ce5">maxStartDate</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the latest start date for which the term structure can return vols <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1d86f95f9631dd987c50df571a40353b"></a><!-- doxytag: member="QuantLib::SwaptionConstantVolatility::maxStartTime" ref="1d86f95f9631dd987c50df571a40353b" args="() const" -->
Time </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html#1d86f95f9631dd987c50df571a40353b">maxStartTime</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the latest start time for which the term structure can return vols <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8e73a828556c9fead978806dddb20ca7"></a><!-- doxytag: member="QuantLib::SwaptionConstantVolatility::maxLength" ref="8e73a828556c9fead978806dddb20ca7" args="() const" -->
<a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html#8e73a828556c9fead978806dddb20ca7">maxLength</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the largest length for which the term structure can return vols <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6e275a9cb50e4ac17eb82e57110738e7"></a><!-- doxytag: member="QuantLib::SwaptionConstantVolatility::maxTimeLength" ref="6e275a9cb50e4ac17eb82e57110738e7" args="() const" -->
Time </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html#6e275a9cb50e4ac17eb82e57110738e7">maxTimeLength</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the largest length for which the term structure can return vols <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="08611adcd4c1461233257e6ff17c582a"></a><!-- doxytag: member="QuantLib::SwaptionConstantVolatility::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_swaption_constant_volatility.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::SwaptionConstantVolatility::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_swaption_constant_volatility.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"><a class="anchor" name="9d2ca42358f25fa7e9ac0b1f9ed9ab0e"></a><!-- doxytag: member="QuantLib::SwaptionConstantVolatility::smileSection" ref="9d2ca42358f25fa7e9ac0b1f9ed9ab0e" args="(const Date &start, const Period &length) const" -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_smile_section.html">SmileSection</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html#9d2ca42358f25fa7e9ac0b1f9ed9ab0e">smileSection</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &start, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &length) const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">return trivial smile section <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2e2c286f2902ba3b56cb75bd84c02b44"></a><!-- doxytag: member="QuantLib::SwaptionConstantVolatility::volatilityImpl" ref="2e2c286f2902ba3b56cb75bd84c02b44" args="(Time, Time, Rate) const" -->
Volatility </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html#2e2c286f2902ba3b56cb75bd84c02b44">volatilityImpl</a> (Time, Time, Rate) const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">implements the actual volatility calculation in derived classes <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a1df09e79c73fe52be83d290cc169d7"></a><!-- doxytag: member="QuantLib::SwaptionConstantVolatility::smileSection" ref="5a1df09e79c73fe52be83d290cc169d7" args="(Time start, Time length) const" -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_smile_section.html">SmileSection</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html#5a1df09e79c73fe52be83d290cc169d7">smileSection</a> (Time start, Time length) const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">return smile section <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bfcbbb43928ee55c3e3bc80512fa3c6b"></a><!-- doxytag: member="QuantLib::SwaptionConstantVolatility::volatilityImpl" ref="bfcbbb43928ee55c3e3bc80512fa3c6b" args="(const Date &, const Period &, Rate) const" -->
Volatility </td><td class="memItemRight" valign="bottom"><b>volatilityImpl</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &, Rate) const</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="58fc6fd515092eb8d41cddefe4f296d3"></a><!-- doxytag: member="QuantLib::SwaptionConstantVolatility::SwaptionConstantVolatility" ref="58fc6fd515092eb8d41cddefe4f296d3" args="(const Date &referenceDate, Volatility volatility, const DayCounter &dayCounter)" -->
</td><td class="memItemRight" valign="bottom"><b>SwaptionConstantVolatility</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="a7b54b18fefc8e5d13039b27d71015ca"></a><!-- doxytag: member="QuantLib::SwaptionConstantVolatility::SwaptionConstantVolatility" ref="a7b54b18fefc8e5d13039b27d71015ca" args="(const Date &referenceDate, const Handle< Quote > &volatility, const DayCounter &dayCounter)" -->
</td><td class="memItemRight" valign="bottom"><b>SwaptionConstantVolatility</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="2788ca0dd35e2b8c0415b17107ad8a7c"></a><!-- doxytag: member="QuantLib::SwaptionConstantVolatility::SwaptionConstantVolatility" ref="2788ca0dd35e2b8c0415b17107ad8a7c" args="(Integer settlementDays, const Calendar &, Volatility volatility, const DayCounter &dayCounter)" -->
</td><td class="memItemRight" valign="bottom"><b>SwaptionConstantVolatility</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="c9552e4326c8ce559a28baa3bb08eb4c"></a><!-- doxytag: member="QuantLib::SwaptionConstantVolatility::SwaptionConstantVolatility" ref="c9552e4326c8ce559a28baa3bb08eb4c" args="(Integer settlementDays, const Calendar &, const Handle< Quote > &volatility, const DayCounter &dayCounter)" -->
</td><td class="memItemRight" valign="bottom"><b>SwaptionConstantVolatility</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">TermStructure interface</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d49654ea33055b03f8666910acc13880"></a><!-- doxytag: member="QuantLib::SwaptionConstantVolatility::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_swaption_constant_volatility.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>
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