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<title>QuantLib: SwaptionConstantVolatility Class Reference</title>
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<h1>SwaptionConstantVolatility Class Reference</h1><!-- doxytag: class="QuantLib::SwaptionConstantVolatility" --><!-- doxytag: inherits="QuantLib::SwaptionVolatilityStructure" --><code>#include <ql/termstructures/volatility/swaption/swaptionconstantvol.hpp></code>
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Inheritance diagram for SwaptionConstantVolatility:</div>
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<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. <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="ab612f40ee132a09e19f67c16e502cdb"></a><!-- doxytag: member="QuantLib::SwaptionConstantVolatility::maxSwapTenor" ref="ab612f40ee132a09e19f67c16e502cdb" args="() const " -->
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#ab612f40ee132a09e19f67c16e502cdb">maxSwapTenor</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="38b52da2964337ebb4d219b5dc5c2a3f"></a><!-- doxytag: member="QuantLib::SwaptionConstantVolatility::maxSwapLength" ref="38b52da2964337ebb4d219b5dc5c2a3f" args="() const " -->
<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html#38b52da2964337ebb4d219b5dc5c2a3f">maxSwapLength</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the largest swapLength for which the term structure can return vols <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ec700319eaa1c6fca66df8e15aea6167"></a><!-- doxytag: member="QuantLib::SwaptionConstantVolatility::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_swaption_constant_volatility.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::SwaptionConstantVolatility::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_swaption_constant_volatility.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="47909aba7db97bc5c0f7488dd5aff4da"></a><!-- doxytag: member="QuantLib::SwaptionConstantVolatility::volatilityImpl" ref="47909aba7db97bc5c0f7488dd5aff4da" args="(Time, Time, 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_swaption_constant_volatility.html#47909aba7db97bc5c0f7488dd5aff4da">volatilityImpl</a> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a>, <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a>, <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 class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="04f2608add446a8af9cfe54291488e82"></a><!-- doxytag: member="QuantLib::SwaptionConstantVolatility::smileSectionImpl" ref="04f2608add446a8af9cfe54291488e82" args="(Time optionTime, Time swapLength) 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#04f2608add446a8af9cfe54291488e82">smileSectionImpl</a> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> optionTime, <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> swapLength) 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="0ae7b5a492d2300c7aedd3a0885d7d19"></a><!-- doxytag: member="QuantLib::SwaptionConstantVolatility::volatilityImpl" ref="0ae7b5a492d2300c7aedd3a0885d7d19" args="(const Date &, const Period &, Rate) const " -->
<a class="el" href="group__types.html#gaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> </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> &, <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a>) 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, <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="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="71f6bdb8addd9e55116e66e18a7ae767"></a><!-- doxytag: member="QuantLib::SwaptionConstantVolatility::SwaptionConstantVolatility" ref="71f6bdb8addd9e55116e66e18a7ae767" args="(Natural settlementDays, const Calendar &, Volatility volatility, const DayCounter &dayCounter)" -->
</td><td class="memItemRight" valign="bottom"><b>SwaptionConstantVolatility</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="030866448b69907c85ca239fa1c9d931"></a><!-- doxytag: member="QuantLib::SwaptionConstantVolatility::SwaptionConstantVolatility" ref="030866448b69907c85ca239fa1c9d931" args="(Natural settlementDays, const Calendar &, const Handle< Quote > &volatility, const DayCounter &dayCounter)" -->
</td><td class="memItemRight" valign="bottom"><b>SwaptionConstantVolatility</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">TermStructure interface</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c147d63df367bbe5282b76b1f98cb9be"></a><!-- doxytag: member="QuantLib::SwaptionConstantVolatility::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_swaption_constant_volatility.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::SwaptionConstantVolatility::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_swaption_constant_volatility.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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