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<li class="navelem"><a class="el" href="class_quant_lib_1_1_black_constant_vol.html">BlackConstantVol</a> </li>
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<!-- doxytag: class="QuantLib::BlackConstantVol" --><!-- doxytag: inherits="QuantLib::BlackVolatilityTermStructure" -->
<p>Constant Black volatility, no time-strike dependence.
<a href="class_quant_lib_1_1_black_constant_vol.html#details">More...</a></p>
<p><code>#include <ql/termstructures/volatility/equityfx/blackconstantvol.hpp></code></p>
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Inheritance diagram for BlackConstantVol:</div>
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<p><a href="class_quant_lib_1_1_black_constant_vol-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="a715f0ebaf60ac7805652ec9979aaa294"></a><!-- doxytag: member="QuantLib::BlackConstantVol::BlackConstantVol" ref="a715f0ebaf60ac7805652ec9979aaa294" args="(const Date &referenceDate, const Calendar &, Volatility volatility, const DayCounter &dayCounter)" -->
 </td><td class="memItemRight" valign="bottom"><b>BlackConstantVol</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#aa9ae6cc6009ac64d4f265065eab08be0">referenceDate</a>, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &, <a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> volatility, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#ac147d63df367bbe5282b76b1f98cb9be">dayCounter</a>)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5d725a0fd8ce6a8ae22aa58e7c710ce6"></a><!-- doxytag: member="QuantLib::BlackConstantVol::BlackConstantVol" ref="a5d725a0fd8ce6a8ae22aa58e7c710ce6" args="(const Date &referenceDate, const Calendar &, const Handle< Quote > &volatility, const DayCounter &dayCounter)" -->
 </td><td class="memItemRight" valign="bottom"><b>BlackConstantVol</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#aa9ae6cc6009ac64d4f265065eab08be0">referenceDate</a>, 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> &<a class="el" href="class_quant_lib_1_1_term_structure.html#ac147d63df367bbe5282b76b1f98cb9be">dayCounter</a>)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa08901216a5ae122b7c4dbb7f0f8e6f8"></a><!-- doxytag: member="QuantLib::BlackConstantVol::BlackConstantVol" ref="aa08901216a5ae122b7c4dbb7f0f8e6f8" args="(Natural settlementDays, const Calendar &, Volatility volatility, const DayCounter &dayCounter)" -->
 </td><td class="memItemRight" valign="bottom"><b>BlackConstantVol</b> (<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> &, <a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> volatility, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#ac147d63df367bbe5282b76b1f98cb9be">dayCounter</a>)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9a7f45ffe44748a03353b5853b8b32f9"></a><!-- doxytag: member="QuantLib::BlackConstantVol::BlackConstantVol" ref="a9a7f45ffe44748a03353b5853b8b32f9" args="(Natural settlementDays, const Calendar &, const Handle< Quote > &volatility, const DayCounter &dayCounter)" -->
 </td><td class="memItemRight" valign="bottom"><b>BlackConstantVol</b> (<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> &, 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> &<a class="el" href="class_quant_lib_1_1_term_structure.html#ac147d63df367bbe5282b76b1f98cb9be">dayCounter</a>)</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::BlackConstantVol::maxDate" ref="a74d8fc5480ca811db8332b7b30597fe9" 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_black_constant_vol.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::BlackConstantVol::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_black_constant_vol.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::BlackConstantVol::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_black_constant_vol.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">Visitability</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1d7eaf2f5dccce1c7781b54d64ba4a07"></a><!-- doxytag: member="QuantLib::BlackConstantVol::accept" ref="a1d7eaf2f5dccce1c7781b54d64ba4a07" 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 class="memItemLeft" align="right" valign="top"><a class="anchor" id="a04384dcdddac572e2d556ee140adb185"></a><!-- doxytag: member="QuantLib::BlackConstantVol::blackVolImpl" ref="a04384dcdddac572e2d556ee140adb185" args="(Time t, Real) 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_black_constant_vol.html#a04384dcdddac572e2d556ee140adb185">blackVolImpl</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Black volatility calculation. <br/></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Constant Black volatility, no time-strike dependence. </p>
<p>This class implements the <a class="el" href="class_quant_lib_1_1_black_volatility_term_structure.html" title="Black-volatility term structure.">BlackVolatilityTermStructure</a> interface for a constant Black volatility (no time/strike dependence). </p>
<dl><dt><b>Examples: </b></dt><dd><a class="el" href="_convertible_bonds_8cpp-example.html#_a36">ConvertibleBonds.cpp</a>, <a class="el" href="_discrete_hedging_8cpp-example.html#_a25">DiscreteHedging.cpp</a>, <a class="el" href="_equity_option_8cpp-example.html#_a22">EquityOption.cpp</a>, and <a class="el" href="_replication_8cpp-example.html#_a14">Replication.cpp</a>.</dd>
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