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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_volatility_term_structure.html">VolatilityTermStructure</a></div>
<h1>VolatilityTermStructure Class Reference</h1><!-- doxytag: class="QuantLib::VolatilityTermStructure" --><!-- doxytag: inherits="QuantLib::TermStructure" --><code>#include <ql/termstructures/voltermstructure.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for VolatilityTermStructure:</div>
<div class="dynsection">
<p><center><img src="class_quant_lib_1_1_volatility_term_structure__inherit__graph.png" border="0" usemap="#_volatility_term_structure__inherit__map" alt="Inheritance graph"></center>
<map name="_volatility_term_structure__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_black_atm_vol_curve.html" title="Black at-the-money (no-smile) volatility curve." alt="" coords="427,5,568,32"><area shape="rect" href="class_quant_lib_1_1_black_vol_term_structure.html" title="Black-volatility term structure." alt="" coords="415,56,580,83"><area shape="rect" href="class_quant_lib_1_1_cap_floor_term_volatility_structure.html" title="Cap/floor term-volatility structure." alt="" coords="385,107,609,133"><area shape="rect" href="class_quant_lib_1_1_local_vol_term_structure.html" title="LocalVolTermStructure" alt="" coords="415,157,580,184"><area shape="rect" href="class_quant_lib_1_1_optionlet_volatility_structure.html" title="Optionlet (caplet/floorlet) volatility structure." alt="" coords="400,208,595,235"><area shape="rect" href="class_quant_lib_1_1_swaption_volatility_structure.html" title="Swaption-volatility structure" alt="" coords="400,259,595,285"><area shape="rect" href="class_quant_lib_1_1_term_structure.html" title="Basic term-structure functionality." alt="" coords="7,132,119,159"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
<p>
<a href="class_quant_lib_1_1_volatility_term_structure-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Volatility term structure.
<p>
This abstract class defines the interface of concrete 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="9d653d6960e5abf8a835f24fd9beb685"></a><!-- doxytag: member="QuantLib::VolatilityTermStructure::businessDayConvention" ref="9d653d6960e5abf8a835f24fd9beb685" args="() const " -->
<a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_volatility_term_structure.html#9d653d6960e5abf8a835f24fd9beb685">businessDayConvention</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the business day convention used in tenor to date conversion <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f59f60f1e0a7875cd8c4e97c3e50f8fd"></a><!-- doxytag: member="QuantLib::VolatilityTermStructure::optionDateFromTenor" ref="f59f60f1e0a7875cd8c4e97c3e50f8fd" args="(const Period &) 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_volatility_term_structure.html#f59f60f1e0a7875cd8c4e97c3e50f8fd">optionDateFromTenor</a> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">tenor to date conversion <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_volatility_term_structure.html#d105e26d10dfb435c23cca2f3bfd3c76">VolatilityTermStructure</a> (const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &cal, <a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bdc=Following, 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>())</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">default constructor <a href="#d105e26d10dfb435c23cca2f3bfd3c76"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="068651871aeab73305130247e4270040"></a><!-- doxytag: member="QuantLib::VolatilityTermStructure::VolatilityTermStructure" ref="068651871aeab73305130247e4270040" args="(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())" -->
</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_volatility_term_structure.html#068651871aeab73305130247e4270040">VolatilityTermStructure</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> &cal, <a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bdc=Following, 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>())</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="9ac8eed9e933916351f14235a9feb65e"></a><!-- doxytag: member="QuantLib::VolatilityTermStructure::VolatilityTermStructure" ref="9ac8eed9e933916351f14235a9feb65e" args="(Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())" -->
</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_volatility_term_structure.html#9ac8eed9e933916351f14235a9feb65e">VolatilityTermStructure</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> &cal, <a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bdc=Following, 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>())</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">calculate the reference date based on the global evaluation date <br></td></tr>
</table>
<hr><h2>Constructor & Destructor Documentation</h2>
<a class="anchor" name="d105e26d10dfb435c23cca2f3bfd3c76"></a><!-- doxytag: member="QuantLib::VolatilityTermStructure::VolatilityTermStructure" ref="d105e26d10dfb435c23cca2f3bfd3c76" args="(const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())" -->
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<td class="memname"><a class="el" href="class_quant_lib_1_1_volatility_term_structure.html">VolatilityTermStructure</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>cal</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td>
<td class="paramname"> <em>bdc</em> = <code>Following</code>, </td>
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<td class="paramkey"></td>
<td></td>
<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><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#_caveats000101">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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