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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<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/termstructures/volatility/equityfx/localconstantvol.hpp></code>
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Inheritance diagram for LocalConstantVol:</div>
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<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" title="Black-volatility term structure.">BlackVolatilityTermStructure</a>. <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, <a class="el" href="group__types.html#gaa95ab7fe66935e3f7535413fad2a7d3">Volatility</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="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="f846defb44d49e4ee0866a077ec0dd19"></a><!-- doxytag: member="QuantLib::LocalConstantVol::LocalConstantVol" ref="f846defb44d49e4ee0866a077ec0dd19" args="(Natural settlementDays, const Calendar &, Volatility volatility, const DayCounter &dayCounter)" -->
</td><td class="memItemRight" valign="bottom"><b>LocalConstantVol</b> (<a class="el" href="group__types.html#g7e529c39c477ba1f5a22264d93e8457a">Natural</a> settlementDays, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &, <a class="el" href="group__types.html#gaa95ab7fe66935e3f7535413fad2a7d3">Volatility</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="e37ab8ae4a6f8193304c4fec40eb474b"></a><!-- doxytag: member="QuantLib::LocalConstantVol::LocalConstantVol" ref="e37ab8ae4a6f8193304c4fec40eb474b" args="(Natural settlementDays, const Calendar &, const Handle< Quote > &volatility, const DayCounter &dayCounter)" -->
</td><td class="memItemRight" valign="bottom"><b>LocalConstantVol</b> (<a class="el" href="group__types.html#g7e529c39c477ba1f5a22264d93e8457a">Natural</a> 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="c147d63df367bbe5282b76b1f98cb9be"></a><!-- doxytag: member="QuantLib::LocalConstantVol::dayCounter" ref="c147d63df367bbe5282b76b1f98cb9be" 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#c147d63df367bbe5282b76b1f98cb9be">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="74d8fc5480ca811db8332b7b30597fe9"></a><!-- doxytag: member="QuantLib::LocalConstantVol::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_local_constant_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>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ec700319eaa1c6fca66df8e15aea6167"></a><!-- doxytag: member="QuantLib::LocalConstantVol::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_local_constant_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::LocalConstantVol::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_local_constant_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 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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