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<li class="navelem"><a class="el" href="class_quant_lib_1_1_abcd_atm_vol_curve.html">AbcdAtmVolCurve</a> </li>
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<!-- doxytag: class="QuantLib::AbcdAtmVolCurve" --><!-- doxytag: inherits="QuantLib::BlackAtmVolCurve,QuantLib::LazyObject" -->
<p>Abcd-interpolated at-the-money (no-smile) volatility curve.
<a href="class_quant_lib_1_1_abcd_atm_vol_curve.html#details">More...</a></p>
<p><code>#include <ql/experimental/volatility/abcdatmvolcurve.hpp></code></p>
<div class="dynheader">
Inheritance diagram for AbcdAtmVolCurve:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_abcd_atm_vol_curve__inherit__graph.png" border="0" usemap="#_abcd_atm_vol_curve_inherit__map" alt="Inheritance graph"/></div>
<map name="_abcd_atm_vol_curve_inherit__map" id="_abcd_atm_vol_curve_inherit__map">
<area shape="rect" id="node2" href="class_quant_lib_1_1_black_atm_vol_curve.html" title="Black at-the-money (no-smile) volatility curve." alt="" coords="5,6,136,37"/><area shape="rect" id="node4" href="class_quant_lib_1_1_lazy_object.html" title="Framework for calculation on demand and result caching." alt="" coords="160,6,248,37"/></map>
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<p><a href="class_quant_lib_1_1_abcd_atm_vol_curve-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7d58da65efdf301fc2baecf2379f2f82"></a><!-- doxytag: member="QuantLib::AbcdAtmVolCurve::AbcdAtmVolCurve" ref="a7d58da65efdf301fc2baecf2379f2f82" args="(Natural settlementDays, const Calendar &cal, const std::vector< Period > &optionTenors, const std::vector< Handle< Quote > > &volsHandles, const std::vector< bool > inclusionInInterpolationFlag=std::vector< bool >(1, true), BusinessDayConvention bdc=Following, const DayCounter &dc=Actual365Fixed())" -->
 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_abcd_atm_vol_curve.html#a7d58da65efdf301fc2baecf2379f2f82">AbcdAtmVolCurve</a> (<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> <a class="el" href="class_quant_lib_1_1_term_structure.html#ab6506da60fec85c6f146f1b43116de70">settlementDays</a>, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &cal, const std::vector< <a class="el" href="class_quant_lib_1_1_period.html">Period</a> > &optionTenors, const std::vector< <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> > > &volsHandles, const std::vector< bool > inclusionInInterpolationFlag=std::vector< bool >(1, true), <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">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_actual365_fixed.html">Actual365Fixed</a>())</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">floating reference date, floating market data <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4292bdf23aa895695b810442862e0405"></a><!-- doxytag: member="QuantLib::AbcdAtmVolCurve::k" ref="a4292bdf23aa895695b810442862e0405" args="() const " -->
std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_abcd_atm_vol_curve.html#a4292bdf23aa895695b810442862e0405">k</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Returns k adjustment factors for option tenors used in interpolation. <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a399a07135541aa8c6e38b4f0546e042c"></a><!-- doxytag: member="QuantLib::AbcdAtmVolCurve::k" ref="a399a07135541aa8c6e38b4f0546e042c" args="(Time t) const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_abcd_atm_vol_curve.html#a399a07135541aa8c6e38b4f0546e042c">k</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Returns k adjustment factor at time t. <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aeb6c2cfe0928889369fc49347418ce31"></a><!-- doxytag: member="QuantLib::AbcdAtmVolCurve::a" ref="aeb6c2cfe0928889369fc49347418ce31" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>a</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad1cf85afbb81add225d9d591923cae35"></a><!-- doxytag: member="QuantLib::AbcdAtmVolCurve::b" ref="ad1cf85afbb81add225d9d591923cae35" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>b</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="acd8075f42c1494dfe8ba083550bc3ad4"></a><!-- doxytag: member="QuantLib::AbcdAtmVolCurve::c" ref="acd8075f42c1494dfe8ba083550bc3ad4" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>c</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8743fd2d2de27e48775635a148f15159"></a><!-- doxytag: member="QuantLib::AbcdAtmVolCurve::d" ref="a8743fd2d2de27e48775635a148f15159" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>d</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a575cfa031ce051c0f292518d6b0194e3"></a><!-- doxytag: member="QuantLib::AbcdAtmVolCurve::rmsError" ref="a575cfa031ce051c0f292518d6b0194e3" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>rmsError</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac4d9decda86622fb96bacef77cfc4424"></a><!-- doxytag: member="QuantLib::AbcdAtmVolCurve::maxError" ref="ac4d9decda86622fb96bacef77cfc4424" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>maxError</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad1df8a2c9fb6a94b00ab1e6670be4ce5"></a><!-- doxytag: member="QuantLib::AbcdAtmVolCurve::endCriteria" ref="ad1df8a2c9fb6a94b00ab1e6670be4ce5" args="() const " -->
EndCriteria::Type </td><td class="memItemRight" valign="bottom"><b>endCriteria</b> () const </td></tr>
<tr><td colspan="2"><div class="groupHeader">TermStructure interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a74d8fc5480ca811db8332b7b30597fe9"></a><!-- doxytag: member="QuantLib::AbcdAtmVolCurve::maxDate" ref="a74d8fc5480ca811db8332b7b30597fe9" args="() const " -->
virtual <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_abcd_atm_vol_curve.html#a74d8fc5480ca811db8332b7b30597fe9">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 colspan="2"><div class="groupHeader">VolatilityTermStructure interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aec700319eaa1c6fca66df8e15aea6167"></a><!-- doxytag: member="QuantLib::AbcdAtmVolCurve::minStrike" ref="aec700319eaa1c6fca66df8e15aea6167" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_abcd_atm_vol_curve.html#aec700319eaa1c6fca66df8e15aea6167">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" align="right" valign="top"><a class="anchor" id="abe69dc8630a5ea3f8333cfdfd01ba765"></a><!-- doxytag: member="QuantLib::AbcdAtmVolCurve::maxStrike" ref="abe69dc8630a5ea3f8333cfdfd01ba765" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_abcd_atm_vol_curve.html#abe69dc8630a5ea3f8333cfdfd01ba765">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">LazyObject interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_abcd_atm_vol_curve.html#ac5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_abcd_atm_vol_curve.html#a02b90bbfee3ee29627939544fb59ec93">performCalculations</a> () const </td></tr>
<tr><td colspan="2"><div class="groupHeader">some inspectors</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afb21564e63d8019bd939c8e878edb466"></a><!-- doxytag: member="QuantLib::AbcdAtmVolCurve::optionTenors" ref="afb21564e63d8019bd939c8e878edb466" args="() const " -->
const std::vector< <a class="el" href="class_quant_lib_1_1_period.html">Period</a> > & </td><td class="memItemRight" valign="bottom"><b>optionTenors</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a19cb22a0602237e261e07981a4d7d97d"></a><!-- doxytag: member="QuantLib::AbcdAtmVolCurve::optionTenorsInInterpolation" ref="a19cb22a0602237e261e07981a4d7d97d" args="() const " -->
const std::vector< <a class="el" href="class_quant_lib_1_1_period.html">Period</a> > & </td><td class="memItemRight" valign="bottom"><b>optionTenorsInInterpolation</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aefdc1e5e098b1b44b002aa1cca7760f5"></a><!-- doxytag: member="QuantLib::AbcdAtmVolCurve::optionDates" ref="aefdc1e5e098b1b44b002aa1cca7760f5" args="() const " -->
const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > & </td><td class="memItemRight" valign="bottom"><b>optionDates</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac5ef24fc83d3fdf7ede195f4a57f5b45"></a><!-- doxytag: member="QuantLib::AbcdAtmVolCurve::optionTimes" ref="ac5ef24fc83d3fdf7ede195f4a57f5b45" args="() const " -->
const std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > & </td><td class="memItemRight" valign="bottom"><b>optionTimes</b> () const </td></tr>
<tr><td colspan="2"><div class="groupHeader">Visitability</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a896099363a2a409d2485c3ce9e4e4265"></a><!-- doxytag: member="QuantLib::AbcdAtmVolCurve::accept" ref="a896099363a2a409d2485c3ce9e4e4265" 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>
<tr><td colspan="2"><h2><a name="pro-methods"></a>
Protected Member Functions</h2></td></tr>
<tr><td colspan="2"><div class="groupHeader">BlackAtmVolCurve interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a399f9448fe345c23f0484547b98749fc"></a><!-- doxytag: member="QuantLib::AbcdAtmVolCurve::atmVarianceImpl" ref="a399f9448fe345c23f0484547b98749fc" args="(Time t) const " -->
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_abcd_atm_vol_curve.html#a399f9448fe345c23f0484547b98749fc">atmVarianceImpl</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">spot at-the-money variance calculation (k adjusted) <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a19afdb51423c925cb7f5ce598b2369ec"></a><!-- doxytag: member="QuantLib::AbcdAtmVolCurve::atmVolImpl" ref="a19afdb51423c925cb7f5ce598b2369ec" args="(Time t) const " -->
virtual <a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_abcd_atm_vol_curve.html#a19afdb51423c925cb7f5ce598b2369ec">atmVolImpl</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">spot at-the-money volatility calculation (k adjusted) <br/></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Abcd-interpolated at-the-money (no-smile) volatility curve. </p>
<p>blah blah </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="ac5c54df7ed3b930268c8d7752c101725"></a><!-- doxytag: member="QuantLib::AbcdAtmVolCurve::update" ref="ac5c54df7ed3b930268c8d7752c101725" args="()" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">void <a class="el" href="class_quant_lib_1_1_abcd_atm_vol_curve.html#ac5c54df7ed3b930268c8d7752c101725">update</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td><code> [virtual]</code></td>
</tr>
</table>
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<div class="memdoc">
<p>This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes. </p>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_lazy_object.html#ac5c54df7ed3b930268c8d7752c101725">LazyObject</a>.</p>
</div>
</div>
<a class="anchor" id="a02b90bbfee3ee29627939544fb59ec93"></a><!-- doxytag: member="QuantLib::AbcdAtmVolCurve::performCalculations" ref="a02b90bbfee3ee29627939544fb59ec93" args="() const " -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">void <a class="el" href="class_quant_lib_1_1_abcd_atm_vol_curve.html#a02b90bbfee3ee29627939544fb59ec93">performCalculations</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const<code> [virtual]</code></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>This method must implement any calculations which must be (re)done in order to calculate the desired results. </p>
<p>Implements <a class="el" href="class_quant_lib_1_1_lazy_object.html#a572dbe926524786c64db01e31dba7ab8">LazyObject</a>.</p>
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