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<h1>ConstantOptionletVol Class Reference</h1><!-- doxytag: class="QuantLib::ConstantOptionletVol" --><!-- doxytag: inherits="QuantLib::OptionletVolatilityStructure" --><code>#include <ql/termstructures/volatility/optionlet/constantoptionletvol.hpp></code>
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Inheritance diagram for ConstantOptionletVol:</div>
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<area shape="rect" href="class_quant_lib_1_1_optionlet_volatility_structure.html" title="Optionlet (caplet/floorlet) volatility structure." alt="" coords="5,7,200,33"></map>
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<a href="class_quant_lib_1_1_constant_optionlet_vol-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Constant caplet volatility, no time-strike dependence. <table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>OptionletVolatilityStructure interface</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ec700319eaa1c6fca66df8e15aea6167"></a><!-- doxytag: member="QuantLib::ConstantOptionletVol::minStrike" ref="ec700319eaa1c6fca66df8e15aea6167" 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_constant_optionlet_vol.html#ec700319eaa1c6fca66df8e15aea6167">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="be69dc8630a5ea3f8333cfdfd01ba765"></a><!-- doxytag: member="QuantLib::ConstantOptionletVol::maxStrike" ref="be69dc8630a5ea3f8333cfdfd01ba765" 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_constant_optionlet_vol.html#be69dc8630a5ea3f8333cfdfd01ba765">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="4ca1cc3cffe936278189cb1215c80779"></a><!-- doxytag: member="QuantLib::ConstantOptionletVol::volatilityImpl" ref="4ca1cc3cffe936278189cb1215c80779" args="(Time t, Rate) const " -->
<a class="el" href="group__types.html#gaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_optionlet_vol.html#4ca1cc3cffe936278189cb1215c80779">volatilityImpl</a> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t, <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a>) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">implements the actual volatility calculation in derived classes <br></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="7aab4060c6037a5e453ee2a86b3fd926"></a><!-- doxytag: member="QuantLib::ConstantOptionletVol::ConstantOptionletVol" ref="7aab4060c6037a5e453ee2a86b3fd926" args="(const Handle< Quote > &volatility, const Calendar &cal, const DayCounter &dayCounter=Actual365Fixed(), BusinessDayConvention bdc=Following)" -->
</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_optionlet_vol.html#7aab4060c6037a5e453ee2a86b3fd926">ConstantOptionletVol</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_calendar.html">Calendar</a> &cal, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter=<a class="el" href="class_quant_lib_1_1_actual365_fixed.html">Actual365Fixed</a>(), <a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bdc=Following)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">floating reference date, floating market data <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6cf633c46f04941386f3d350bca84fa7"></a><!-- doxytag: member="QuantLib::ConstantOptionletVol::ConstantOptionletVol" ref="6cf633c46f04941386f3d350bca84fa7" args="(const Date &referenceDate, const Handle< Quote > &volatility, const Calendar &cal, const DayCounter &dayCounter=Actual365Fixed(), BusinessDayConvention bdc=Following)" -->
</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_optionlet_vol.html#6cf633c46f04941386f3d350bca84fa7">ConstantOptionletVol</a> (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_calendar.html">Calendar</a> &cal, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter=<a class="el" href="class_quant_lib_1_1_actual365_fixed.html">Actual365Fixed</a>(), <a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bdc=Following)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">fixed reference date, floating market data <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6efe83ac82cafe690b06c5c4ef75faf2"></a><!-- doxytag: member="QuantLib::ConstantOptionletVol::ConstantOptionletVol" ref="6efe83ac82cafe690b06c5c4ef75faf2" args="(Volatility volatility, const Calendar &cal, const DayCounter &dayCounter=Actual365Fixed(), BusinessDayConvention bdc=Following)" -->
</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_optionlet_vol.html#6efe83ac82cafe690b06c5c4ef75faf2">ConstantOptionletVol</a> (<a class="el" href="group__types.html#gaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> volatility, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &cal, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter=<a class="el" href="class_quant_lib_1_1_actual365_fixed.html">Actual365Fixed</a>(), <a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bdc=Following)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">floating reference date, fixed market data <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ecddaf704db8d6f958b2d0a62c31a7f7"></a><!-- doxytag: member="QuantLib::ConstantOptionletVol::ConstantOptionletVol" ref="ecddaf704db8d6f958b2d0a62c31a7f7" args="(const Date &referenceDate, Volatility volatility, const Calendar &cal, const DayCounter &dayCounter=Actual365Fixed(), BusinessDayConvention bdc=Following)" -->
</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_optionlet_vol.html#ecddaf704db8d6f958b2d0a62c31a7f7">ConstantOptionletVol</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &referenceDate, <a class="el" href="group__types.html#gaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> volatility, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &cal, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter=<a class="el" href="class_quant_lib_1_1_actual365_fixed.html">Actual365Fixed</a>(), <a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bdc=Following)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">fixed reference date, fixed market data <br></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="74d8fc5480ca811db8332b7b30597fe9"></a><!-- doxytag: member="QuantLib::ConstantOptionletVol::maxDate" ref="74d8fc5480ca811db8332b7b30597fe9" 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_constant_optionlet_vol.html#74d8fc5480ca811db8332b7b30597fe9">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>
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