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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_c_p_i_volatility_surface.html">CPIVolatilitySurface</a> </li>
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<!-- doxytag: class="QuantLib::CPIVolatilitySurface" --><!-- doxytag: inherits="QuantLib::VolatilityTermStructure" -->
<p>zero inflation (i.e. CPI/RPI/HICP/etc.) volatility structures
<a href="class_quant_lib_1_1_c_p_i_volatility_surface.html#details">More...</a></p>
<p><code>#include <ql/termstructures/volatility/inflation/cpivolatilitystructure.hpp></code></p>
<div class="dynheader">
Inheritance diagram for CPIVolatilitySurface:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_c_p_i_volatility_surface__inherit__graph.png" border="0" usemap="#_c_p_i_volatility_surface_inherit__map" alt="Inheritance graph"/></div>
<map name="_c_p_i_volatility_surface_inherit__map" id="_c_p_i_volatility_surface_inherit__map">
<area shape="rect" id="node5" href="class_quant_lib_1_1_constant_c_p_i_volatility.html" title="Constant surface, no K or T dependence." alt="" coords="11,166,152,197"/><area shape="rect" id="node2" href="class_quant_lib_1_1_volatility_term_structure.html" title="Volatility term structure." alt="" coords="5,6,157,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_c_p_i_volatility_surface-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"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_p_i_volatility_surface.html#a76b997c5ad2e60a90edcd4bdcbd62b76">CPIVolatilitySurface</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> &, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bdc, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &<a class="el" href="class_quant_lib_1_1_c_p_i_volatility_surface.html#abafd7188fd2256052647de8003c83484">observationLag</a>, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, bool indexIsInterpolated)</td></tr>
<tr><td colspan="2"><div class="groupHeader">Volatility</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><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_c_p_i_volatility_surface.html#ad5ea6397784b7f1ea64af308fe46c215">volatility</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &maturityDate, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &obsLag=<a class="el" href="class_quant_lib_1_1_period.html">Period</a>(-1, Days), bool extrapolate=false) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Returns the volatility for a given maturity date and strike rate. <a href="#ad5ea6397784b7f1ea64af308fe46c215"></a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8bec322449324878a9b8c3d56eee84ea"></a><!-- doxytag: member="QuantLib::CPIVolatilitySurface::volatility" ref="a8bec322449324878a9b8c3d56eee84ea" args="(const Period &optionTenor, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const " -->
<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_c_p_i_volatility_surface.html#a8bec322449324878a9b8c3d56eee84ea">volatility</a> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &optionTenor, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &obsLag=<a class="el" href="class_quant_lib_1_1_period.html">Period</a>(-1, Days), bool extrapolate=false) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the volatility for a given option tenor and strike rate <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">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_c_p_i_volatility_surface.html#ab3fc5836b8ffe33d09eca494369576a3">totalVariance</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &exerciseDate, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &obsLag=<a class="el" href="class_quant_lib_1_1_period.html">Period</a>(-1, Days), bool extrapolate=false) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top">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_c_p_i_volatility_surface.html#ac18bd55fdc43f49b20dd1ba29250bb92">totalVariance</a> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &optionTenor, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &obsLag=<a class="el" href="class_quant_lib_1_1_period.html">Period</a>(-1, Days), bool extrapolate=false) const </td></tr>
<tr><td colspan="2"><div class="groupHeader">Inspectors</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">virtual <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_c_p_i_volatility_surface.html#abafd7188fd2256052647de8003c83484">observationLag</a> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2d031749634662c6fd7dd3679f26a487"></a><!-- doxytag: member="QuantLib::CPIVolatilitySurface::frequency" ref="a2d031749634662c6fd7dd3679f26a487" args="() const " -->
virtual <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td><td class="memItemRight" valign="bottom"><b>frequency</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a660491a5abacf3aa1128ee5c6ef8a6c5"></a><!-- doxytag: member="QuantLib::CPIVolatilitySurface::indexIsInterpolated" ref="a660491a5abacf3aa1128ee5c6ef8a6c5" args="() const " -->
virtual bool </td><td class="memItemRight" valign="bottom"><b>indexIsInterpolated</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a89ce98e9bb2a22127b03621ee6149660"></a><!-- doxytag: member="QuantLib::CPIVolatilitySurface::baseDate" ref="a89ce98e9bb2a22127b03621ee6149660" args="() const " -->
virtual <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>baseDate</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a108bd0a09df4aa94c9bb9254632040b6"></a><!-- doxytag: member="QuantLib::CPIVolatilitySurface::timeFromBase" ref="a108bd0a09df4aa94c9bb9254632040b6" args="(const Date &date, const Period &obsLag=Period(-1, Days)) const " -->
virtual <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_p_i_volatility_surface.html#a108bd0a09df4aa94c9bb9254632040b6">timeFromBase</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &date, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &obsLag=<a class="el" href="class_quant_lib_1_1_period.html">Period</a>(-1, Days)) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">base date will be in the past because of observation lag <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a856d0e8b9c3e30ebb9e8ca6ecde17986"></a><!-- doxytag: member="QuantLib::CPIVolatilitySurface::baseLevel" ref="a856d0e8b9c3e30ebb9e8ca6ecde17986" args="() const " -->
virtual <a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> </td><td class="memItemRight" valign="bottom"><b>baseLevel</b> () const </td></tr>
<tr><td colspan="2"><div class="groupHeader">Limits</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1a0b4386bde01c8cc2678dc87489fcd9"></a><!-- doxytag: member="QuantLib::CPIVolatilitySurface::minStrike" ref="a1a0b4386bde01c8cc2678dc87489fcd9" args="() const =0" -->
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_c_p_i_volatility_surface.html#a1a0b4386bde01c8cc2678dc87489fcd9">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" align="right" valign="top"><a class="anchor" id="aede5e93dcaf5b7de1d5ffd4a773cd803"></a><!-- doxytag: member="QuantLib::CPIVolatilitySurface::maxStrike" ref="aede5e93dcaf5b7de1d5ffd4a773cd803" args="() const =0" -->
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_c_p_i_volatility_surface.html#aede5e93dcaf5b7de1d5ffd4a773cd803">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"><h2><a name="pro-methods"></a>
Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad44c25591f589adea556c540f72f4b1d"></a><!-- doxytag: member="QuantLib::CPIVolatilitySurface::checkRange" ref="ad44c25591f589adea556c540f72f4b1d" args="(const Date &, Rate strike, bool extrapolate) const " -->
virtual void </td><td class="memItemRight" valign="bottom"><b>checkRange</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike, bool extrapolate) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa3d565765b6b5b06b6a8b23b05b992a3"></a><!-- doxytag: member="QuantLib::CPIVolatilitySurface::checkRange" ref="aa3d565765b6b5b06b6a8b23b05b992a3" args="(Time, Rate strike, bool extrapolate) const " -->
virtual void </td><td class="memItemRight" valign="bottom"><b>checkRange</b> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a>, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike, bool extrapolate) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top">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_c_p_i_volatility_surface.html#a36e205184c11421c639d90ff127f482a">volatilityImpl</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> length, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike) const =0</td></tr>
<tr><td colspan="2"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a427cb5af6227ed8152dc79a0fa08dcc3"></a><!-- doxytag: member="QuantLib::CPIVolatilitySurface::baseLevel_" ref="a427cb5af6227ed8152dc79a0fa08dcc3" args="" -->
<a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> </td><td class="memItemRight" valign="bottom"><b>baseLevel_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2f0b22e1c17db6dd8f558f4dfc8dfff6"></a><!-- doxytag: member="QuantLib::CPIVolatilitySurface::observationLag_" ref="a2f0b22e1c17db6dd8f558f4dfc8dfff6" args="" -->
<a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memItemRight" valign="bottom"><b>observationLag_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae358763dc753768bb42e898365204a9a"></a><!-- doxytag: member="QuantLib::CPIVolatilitySurface::frequency_" ref="ae358763dc753768bb42e898365204a9a" args="" -->
<a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td><td class="memItemRight" valign="bottom"><b>frequency_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5efd9d78315713e82ef9c956ebe86eb4"></a><!-- doxytag: member="QuantLib::CPIVolatilitySurface::indexIsInterpolated_" ref="a5efd9d78315713e82ef9c956ebe86eb4" args="" -->
bool </td><td class="memItemRight" valign="bottom"><b>indexIsInterpolated_</b></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>zero inflation (i.e. CPI/RPI/HICP/etc.) volatility structures </p>
<p>Abstract interface. CPI volatility is always with respect to some base date. Also deal with lagged observations of an index with a (usually different) availability lag. </p>
</div><hr/><h2>Constructor & Destructor Documentation</h2>
<a class="anchor" id="a76b997c5ad2e60a90edcd4bdcbd62b76"></a><!-- doxytag: member="QuantLib::CPIVolatilitySurface::CPIVolatilitySurface" ref="a76b997c5ad2e60a90edcd4bdcbd62b76" args="(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc, const Period &observationLag, Frequency frequency, bool indexIsInterpolated)" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname"><a class="el" href="class_quant_lib_1_1_c_p_i_volatility_surface.html">CPIVolatilitySurface</a> </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> </td>
<td class="paramname"><em>settlementDays</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> & </td>
<td class="paramname">, </td>
</tr>
<tr>
<td class="paramkey"></td>
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<td class="paramtype"><a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td>
<td class="paramname"><em>bdc</em>, </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>, </td>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> & </td>
<td class="paramname"><em>observationLag</em>, </td>
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<td class="paramtype"><a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td>
<td class="paramname"><em>frequency</em>, </td>
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<td class="paramtype">bool </td>
<td class="paramname"><em>indexIsInterpolated</em> </td>
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<p>calculates the reference date based on the global evaluation date. </p>
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<hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="ad5ea6397784b7f1ea64af308fe46c215"></a><!-- doxytag: member="QuantLib::CPIVolatilitySurface::volatility" ref="ad5ea6397784b7f1ea64af308fe46c215" args="(const Date &maturityDate, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const " -->
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<td class="memname"><a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> <a class="el" href="class_quant_lib_1_1_c_p_i_volatility_surface.html#ad5ea6397784b7f1ea64af308fe46c215">volatility</a> </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"><em>maturityDate</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td>
<td class="paramname"><em>strike</em>, </td>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> & </td>
<td class="paramname"><em>obsLag</em> = <code><a class="el" href="class_quant_lib_1_1_period.html">Period</a>(-1, Days)</code>, </td>
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<td class="paramtype">bool </td>
<td class="paramname"><em>extrapolate</em> = <code>false</code> </td>
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<p>Returns the volatility for a given maturity date and strike rate. </p>
<p>by default, inflation is observed with the lag of the term structure.</p>
<p>Because inflation is highly linked to dates (for interpolation, periods, etc) time-based overload of the methods are not provided. </p>
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<a class="anchor" id="ab3fc5836b8ffe33d09eca494369576a3"></a><!-- doxytag: member="QuantLib::CPIVolatilitySurface::totalVariance" ref="ab3fc5836b8ffe33d09eca494369576a3" args="(const Date &exerciseDate, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const " -->
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<td class="memname">virtual <a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> <a class="el" href="class_quant_lib_1_1_c_p_i_volatility_surface.html#ab3fc5836b8ffe33d09eca494369576a3">totalVariance</a> </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"><em>exerciseDate</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td>
<td class="paramname"><em>strike</em>, </td>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> & </td>
<td class="paramname"><em>obsLag</em> = <code><a class="el" href="class_quant_lib_1_1_period.html">Period</a>(-1, Days)</code>, </td>
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<td class="paramtype">bool </td>
<td class="paramname"><em>extrapolate</em> = <code>false</code> </td>
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<p>Returns the total integrated variance for a given exercise date and strike rate.</p>
<p>Total integrated variance is useful because it scales out t for the optionlet pricing formulae. Note that it is called "total" because the surface does not know whether it represents Black, Bachelier or Displaced Diffusion variance. These are virtual so alternate connections between const vol and total var are possible. </p>
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<a class="anchor" id="ac18bd55fdc43f49b20dd1ba29250bb92"></a><!-- doxytag: member="QuantLib::CPIVolatilitySurface::totalVariance" ref="ac18bd55fdc43f49b20dd1ba29250bb92" args="(const Period &optionTenor, Rate strike, const Period &obsLag=Period(-1, Days), bool extrapolate=false) const " -->
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<td class="memname">virtual <a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> <a class="el" href="class_quant_lib_1_1_c_p_i_volatility_surface.html#ab3fc5836b8ffe33d09eca494369576a3">totalVariance</a> </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> & </td>
<td class="paramname"><em>optionTenor</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td>
<td class="paramname"><em>strike</em>, </td>
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<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> & </td>
<td class="paramname"><em>obsLag</em> = <code><a class="el" href="class_quant_lib_1_1_period.html">Period</a>(-1, Days)</code>, </td>
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<td class="paramtype">bool </td>
<td class="paramname"><em>extrapolate</em> = <code>false</code> </td>
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<td>)</td>
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<p>returns the total integrated variance for a given option tenor and strike rate. </p>
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<a class="anchor" id="abafd7188fd2256052647de8003c83484"></a><!-- doxytag: member="QuantLib::CPIVolatilitySurface::observationLag" ref="abafd7188fd2256052647de8003c83484" args="() const " -->
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<td class="memname">virtual <a class="el" href="class_quant_lib_1_1_period.html">Period</a> <a class="el" href="class_quant_lib_1_1_c_p_i_volatility_surface.html#abafd7188fd2256052647de8003c83484">observationLag</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const<code> [virtual]</code></td>
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<p>The term structure observes with a lag that is usually different from the availability lag of the index. An inflation rate is given, by default, for the maturity requested assuming this lag. </p>
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<a class="anchor" id="a36e205184c11421c639d90ff127f482a"></a><!-- doxytag: member="QuantLib::CPIVolatilitySurface::volatilityImpl" ref="a36e205184c11421c639d90ff127f482a" args="(Time length, Rate strike) const =0" -->
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<td class="memname">virtual <a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> <a class="el" href="class_quant_lib_1_1_c_p_i_volatility_surface.html#a36e205184c11421c639d90ff127f482a">volatilityImpl</a> </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td>
<td class="paramname"><em>length</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td>
<td class="paramname"><em>strike</em> </td>
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<td>)</td>
<td></td><td> const<code> [protected, pure virtual]</code></td>
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<p>Implements the actual volatility surface calculation in derived classes e.g. bilinear interpolation. N.B. does not derive the surface. </p>
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