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<h1>SwaptionVolatilityStructure Class Reference</h1><!-- doxytag: class="QuantLib::SwaptionVolatilityStructure" --><!-- doxytag: inherits="QuantLib::VolatilityTermStructure" --><code>#include <ql/termstructures/volatility/swaption/swaptionvolstructure.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for SwaptionVolatilityStructure:</div>
<div class="dynsection">
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<map name="_swaption_volatility_structure__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_swaption_constant_volatility.html" title="Constant swaption volatility, no time-strike dependence." alt="" coords="5,161,200,188"><area shape="rect" href="class_quant_lib_1_1_volatility_term_structure.html" title="Volatility term structure." alt="" coords="20,7,185,33"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
<p>
<a href="class_quant_lib_1_1_swaption_volatility_structure-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Swaption-volatility structure
<p>
This class is purely abstract and defines the interface of concrete swaption volatility structures which will be derived from this one. <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="e05b87a9e60b6c60b0c5c9f049f8ca84"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::convertDates" ref="e05b87a9e60b6c60b0c5c9f049f8ca84" args="(const Date &optionDate, const Period &swapTenor) const " -->
virtual std::pair< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a>, <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_volatility_structure.html#e05b87a9e60b6c60b0c5c9f049f8ca84">convertDates</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &optionDate, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &swapTenor) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">implements the conversion between dates and times <br></td></tr>
<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
<tr><td colspan="2"><div class="groupText">See the TermStructure documentation for issues regarding constructors. <br><br></div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#9cc0766e615fa20a0128b9d864803cd0">SwaptionVolatilityStructure</a> (const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &calendar=<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a>(), const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>(), <a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bdc=Following)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">default constructor <a href="#9cc0766e615fa20a0128b9d864803cd0"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e7a7b1ec3043c9b01745330d97901844"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::SwaptionVolatilityStructure" ref="e7a7b1ec3043c9b01745330d97901844" args="(const Date &referenceDate, const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter(), BusinessDayConvention bdc=Following)" -->
</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#e7a7b1ec3043c9b01745330d97901844">SwaptionVolatilityStructure</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_calendar.html">Calendar</a> &calendar=<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a>(), const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>(), <a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bdc=Following)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">initialize with a fixed reference date <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4119f2505f29202fb6117ec87aa96923"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::SwaptionVolatilityStructure" ref="4119f2505f29202fb6117ec87aa96923" args="(Natural settlementDays, const Calendar &, const DayCounter &dc=DayCounter(), BusinessDayConvention bdc=Following)" -->
</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#4119f2505f29202fb6117ec87aa96923">SwaptionVolatilityStructure</a> (<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_day_counter.html">DayCounter</a> &dc=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>(), <a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bdc=Following)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">calculate the reference date based on the global evaluation date <br></td></tr>
<tr><td colspan="2"><div class="groupHeader">Volatility, variance and smile</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d049a4be6f59b66ae64d7791b2738356"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::volatility" ref="d049a4be6f59b66ae64d7791b2738356" args="(Time optionTime, Time swapLength, Rate strike, bool extrapolate=false) 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_volatility_structure.html#d049a4be6f59b66ae64d7791b2738356">volatility</a> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> optionTime, <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> swapLength, <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> strike, bool extrapolate=false) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the volatility for a given option time and swapLength <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3ad9c753b18ab6db2ac73ce47dba66b5"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::blackVariance" ref="3ad9c753b18ab6db2ac73ce47dba66b5" args="(Time optionTime, Time swapLength, Rate strike, bool extrapolate=false) 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_volatility_structure.html#3ad9c753b18ab6db2ac73ce47dba66b5">blackVariance</a> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> optionTime, <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> swapLength, <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> strike, bool extrapolate=false) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the Black variance for a given option time and swapLength <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a27c474c8bbea97cdfa625b20a9741a2"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::smileSection" ref="a27c474c8bbea97cdfa625b20a9741a2" 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_volatility_structure.html#a27c474c8bbea97cdfa625b20a9741a2">smileSection</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">returns the smile for a given option time and swapLength <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="365198aa837e06b6354629434b19998f"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::volatility" ref="365198aa837e06b6354629434b19998f" args="(const Date &optionDate, const Period &swapTenor, Rate strike, bool extrapolate=false) 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_volatility_structure.html#365198aa837e06b6354629434b19998f">volatility</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &optionDate, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &swapTenor, <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> strike, bool extrapolate=false) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the volatility for a given option date and swap tenor <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="911ff222333ddba63245db6f70c76a27"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::blackVariance" ref="911ff222333ddba63245db6f70c76a27" args="(const Date &optionDate, const Period &swapTenor, Rate strike, bool extrapolate=false) 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_volatility_structure.html#911ff222333ddba63245db6f70c76a27">blackVariance</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &optionDate, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &swapTenor, <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> strike, bool extrapolate=false) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the Black variance for a given option date and swap tenor <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f2f0cdce813e56e2535d2813905cecef"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::smileSection" ref="f2f0cdce813e56e2535d2813905cecef" args="(const Date &optionDate, const Period &swapTenor) 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_volatility_structure.html#f2f0cdce813e56e2535d2813905cecef">smileSection</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &optionDate, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &swapTenor) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the smile for a given option date and swap tenor <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1b60b73d75a953a5af8c24a1232268e0"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::volatility" ref="1b60b73d75a953a5af8c24a1232268e0" args="(const Period &optionTenor, const Period &swapTenor, Rate strike, bool extrapolate=false) 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_volatility_structure.html#1b60b73d75a953a5af8c24a1232268e0">volatility</a> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &optionTenor, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &swapTenor, <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> strike, bool extrapolate=false) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the volatility for a given option tenor and swap tenor <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1d5ae88a7d7997481d7d965ae0599150"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::blackVariance" ref="1d5ae88a7d7997481d7d965ae0599150" args="(const Period &optionTenor, const Period &swapTenor, Rate strike, bool extrapolate=false) 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_volatility_structure.html#1d5ae88a7d7997481d7d965ae0599150">blackVariance</a> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &optionTenor, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &swapTenor, <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> strike, bool extrapolate=false) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the Black variance for a given option tenor and swap tenor <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3a2469a95b4d1bf6543bc540f86aa56f"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::smileSection" ref="3a2469a95b4d1bf6543bc540f86aa56f" args="(const Period &optionTenor, const Period &swapTenor) 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_volatility_structure.html#3a2469a95b4d1bf6543bc540f86aa56f">smileSection</a> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &optionTenor, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &swapTenor) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the smile for a given option tenor and swap tenor <br></td></tr>
<tr><td colspan="2"><div class="groupHeader">Limits</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="95eb3bcb1f89026d83f78dd535d803a0"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::maxSwapTenor" ref="95eb3bcb1f89026d83f78dd535d803a0" args="() const =0" -->
virtual 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_volatility_structure.html#95eb3bcb1f89026d83f78dd535d803a0">maxSwapTenor</a> () const =0</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="94e38158a56793ee0db50f85f1c565e3"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::maxSwapLength" ref="94e38158a56793ee0db50f85f1c565e3" args="() const " -->
virtual <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_volatility_structure.html#94e38158a56793ee0db50f85f1c565e3">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="aa54e38ec0aabcec3de3342602c4015f"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::minStrike" ref="aa54e38ec0aabcec3de3342602c4015f" args="() const =0" -->
virtual <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#aa54e38ec0aabcec3de3342602c4015f">minStrike</a> () const =0</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="50d3c0b68286f6b64878e8c785822805"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::maxStrike" ref="50d3c0b68286f6b64878e8c785822805" args="() const =0" -->
virtual <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#50d3c0b68286f6b64878e8c785822805">maxStrike</a> () const =0</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"><br><h2>Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="da274395a1ed407f27941a47104f0829"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::smileSectionImpl" ref="da274395a1ed407f27941a47104f0829" args="(Time optionTime, Time swapLength) const =0" -->
virtual boost::shared_ptr<br>
< <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_volatility_structure.html#da274395a1ed407f27941a47104f0829">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 =0</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="1ac0cfc7a78d1709c177892d55a301eb"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::smileSectionImpl" ref="1ac0cfc7a78d1709c177892d55a301eb" args="(const Date &optionDate, const Period &swapTenor) const " -->
virtual boost::shared_ptr<br>
< <a class="el" href="class_quant_lib_1_1_smile_section.html">SmileSection</a> > </td><td class="memItemRight" valign="bottom"><b>smileSectionImpl</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &optionDate, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &swapTenor) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="657711758bbba79a2c406d318957bb27"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::volatilityImpl" ref="657711758bbba79a2c406d318957bb27" args="(Time optionTime, Time swapLength, Rate strike) const =0" -->
virtual <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_volatility_structure.html#657711758bbba79a2c406d318957bb27">volatilityImpl</a> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> optionTime, <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> swapLength, <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> strike) const =0</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="2ffa181cb7eff5082217ee4b829c4f83"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::volatilityImpl" ref="2ffa181cb7eff5082217ee4b829c4f83" args="(const Date &optionDate, const Period &swapTenor, Rate strike) const " -->
virtual <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> &optionDate, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &swapTenor, <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> strike) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4016541fb491fbbafa193c7934547002"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::checkRange" ref="4016541fb491fbbafa193c7934547002" args="(Time, Time, Rate strike, bool extrapolate) const " -->
void </td><td class="memItemRight" valign="bottom"><b>checkRange</b> (<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> strike, bool extrapolate) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0379665f55c3451fca53845829d69730"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::checkRange" ref="0379665f55c3451fca53845829d69730" args="(const Date &optionDate, const Period &swapTenor, Rate strike, bool extrapolate) const " -->
void </td><td class="memItemRight" valign="bottom"><b>checkRange</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &optionDate, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &swapTenor, <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> strike, bool extrapolate) const </td></tr>
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<hr><h2>Constructor & Destructor Documentation</h2>
<a class="anchor" name="9cc0766e615fa20a0128b9d864803cd0"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::SwaptionVolatilityStructure" ref="9cc0766e615fa20a0128b9d864803cd0" args="(const Calendar &calendar=Calendar(), const DayCounter &dc=DayCounter(), BusinessDayConvention bdc=Following)" -->
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<td class="memname"><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a> </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> & </td>
<td class="paramname"> <em>calendar</em> = <code><a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a>()</code>, </td>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> & </td>
<td class="paramname"> <em>dc</em> = <code><a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>()</code>, </td>
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<td class="paramtype"><a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td>
<td class="paramname"> <em>bdc</em> = <code>Following</code></td><td> </td>
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<td>)</td>
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<p>
default constructor
<p>
<dl compact><dt><b><a class="el" href="caveats.html#_caveats000100">Warning:</a></b></dt><dd>term structures initialized by means of this constructor must manage their own reference date by overriding the <a class="el" href="class_quant_lib_1_1_term_structure.html#a9ae6cc6009ac64d4f265065eab08be0" title="the date at which discount = 1.0 and/or variance = 0.0">referenceDate()</a> method. </dd></dl>
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