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<!-- doxytag: class="QuantLib::CallableBondVolatilityStructure" --><!-- doxytag: inherits="QuantLib::TermStructure" -->
<p>Callable-bond volatility structure.
<a href="class_quant_lib_1_1_callable_bond_volatility_structure.html#details">More...</a></p>
<p><code>#include <ql/experimental/callablebonds/callablebondvolstructure.hpp></code></p>
<div class="dynheader">
Inheritance diagram for CallableBondVolatilityStructure:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_callable_bond_volatility_structure__inherit__graph.png" border="0" usemap="#_callable_bond_volatility_structure_inherit__map" alt="Inheritance graph"/></div>
<map name="_callable_bond_volatility_structure_inherit__map" id="_callable_bond_volatility_structure_inherit__map">
<area shape="rect" id="node5" href="class_quant_lib_1_1_callable_bond_constant_volatility.html" title="Constant callable-bond volatility, no time-strike dependence." alt="" coords="7,166,204,197"/><area shape="rect" id="node2" href="class_quant_lib_1_1_term_structure.html" title="Basic term-structure functionality." alt="" coords="53,6,157,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_callable_bond_volatility_structure-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="a74e9986d7c3c9fd0a83591f674bd7ba3"></a><!-- doxytag: member="QuantLib::CallableBondVolatilityStructure::convertDates" ref="a74e9986d7c3c9fd0a83591f674bd7ba3" args="(const Date &optionDate, const Period &bondTenor) const " -->
virtual std::pair< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a>, <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_callable_bond_volatility_structure.html#a74e9986d7c3c9fd0a83591f674bd7ba3">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> &bondTenor) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">implements the conversion between dates and times <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9d653d6960e5abf8a835f24fd9beb685"></a><!-- doxytag: member="QuantLib::CallableBondVolatilityStructure::businessDayConvention" ref="a9d653d6960e5abf8a835f24fd9beb685" args="() const " -->
virtual <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html#a9d653d6960e5abf8a835f24fd9beb685">businessDayConvention</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the business day convention used for option date calculation <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae7ec439ac8ca08eb9650f5f8d2af2d2d"></a><!-- doxytag: member="QuantLib::CallableBondVolatilityStructure::optionDateFromTenor" ref="ae7ec439ac8ca08eb9650f5f8d2af2d2d" args="(const Period &optionTenor) 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_callable_bond_volatility_structure.html#ae7ec439ac8ca08eb9650f5f8d2af2d2d">optionDateFromTenor</a> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &optionTenor) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">implements the conversion between optionTenors and optionDates <br/></td></tr>
<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
<tr><td colspan="2"><div class="groupText"><p>See the <a class="el" href="class_quant_lib_1_1_term_structure.html" title="Basic term-structure functionality.">TermStructure</a> documentation for issues regarding constructors. </p>
</div></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_callable_bond_volatility_structure.html#ac90021113d4115457bb5afdfb6492de1">CallableBondVolatilityStructure</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#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bdc=Following)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">default constructor <a href="#ac90021113d4115457bb5afdfb6492de1"></a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae868712f11d4812df6a63fbee0cf03a1"></a><!-- doxytag: member="QuantLib::CallableBondVolatilityStructure::CallableBondVolatilityStructure" ref="ae868712f11d4812df6a63fbee0cf03a1" 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_callable_bond_volatility_structure.html#ae868712f11d4812df6a63fbee0cf03a1">CallableBondVolatilityStructure</a> (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="class_quant_lib_1_1_term_structure.html#ae9a0f3904cff2fe61596c593dd0b6448">calendar</a>=<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#gaff46c5ae9385d20709bedade86edd368">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" align="right" valign="top"><a class="anchor" id="abb14b39203712e76842a8a3374ddd8b0"></a><!-- doxytag: member="QuantLib::CallableBondVolatilityStructure::CallableBondVolatilityStructure" ref="abb14b39203712e76842a8a3374ddd8b0" 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_callable_bond_volatility_structure.html#abb14b39203712e76842a8a3374ddd8b0">CallableBondVolatilityStructure</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> &, 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#gaff46c5ae9385d20709bedade86edd368">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" align="right" valign="top"><a class="anchor" id="af9fbf120adada072dc64ec8a1b00e267"></a><!-- doxytag: member="QuantLib::CallableBondVolatilityStructure::volatility" ref="af9fbf120adada072dc64ec8a1b00e267" args="(Time optionTime, Time bondLength, Rate strike, 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_callable_bond_volatility_structure.html#af9fbf120adada072dc64ec8a1b00e267">volatility</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> optionTime, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> bondLength, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">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 bondLength <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a80d950672dba969999a87297f450a2f4"></a><!-- doxytag: member="QuantLib::CallableBondVolatilityStructure::blackVariance" ref="a80d950672dba969999a87297f450a2f4" args="(Time optionTime, Time bondLength, Rate strike, bool extrapolate=false) 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_callable_bond_volatility_structure.html#a80d950672dba969999a87297f450a2f4">blackVariance</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> optionTime, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> bondLength, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">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 bondLength <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a561306c8ac57997e1264bea10238ca8e"></a><!-- doxytag: member="QuantLib::CallableBondVolatilityStructure::volatility" ref="a561306c8ac57997e1264bea10238ca8e" args="(const Date &optionDate, const Period &bondTenor, Rate strike, 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_callable_bond_volatility_structure.html#a561306c8ac57997e1264bea10238ca8e">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> &bondTenor, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">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 bond tenor <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="adcc6e29855e39cb9903d7f1cb822b905"></a><!-- doxytag: member="QuantLib::CallableBondVolatilityStructure::blackVariance" ref="adcc6e29855e39cb9903d7f1cb822b905" args="(const Date &optionDate, const Period &bondTenor, Rate strike, bool extrapolate=false) 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_callable_bond_volatility_structure.html#adcc6e29855e39cb9903d7f1cb822b905">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> &bondTenor, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">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 bond tenor <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad59951a0af3ebeee35e4e3e37c604c07"></a><!-- doxytag: member="QuantLib::CallableBondVolatilityStructure::smileSection" ref="ad59951a0af3ebeee35e4e3e37c604c07" args="(const Date &optionDate, const Period &bondTenor) const " -->
virtual boost::shared_ptr<br class="typebreak"/>
< <a class="el" href="class_quant_lib_1_1_smile_section.html">SmileSection</a> > </td><td class="memItemRight" valign="bottom"><b>smileSection</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> &bondTenor) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a245951532beda8da082fc0e392d36f5c"></a><!-- doxytag: member="QuantLib::CallableBondVolatilityStructure::volatility" ref="a245951532beda8da082fc0e392d36f5c" args="(const Period &optionTenor, const Period &bondTenor, Rate strike, 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_callable_bond_volatility_structure.html#a245951532beda8da082fc0e392d36f5c">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> &bondTenor, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">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 bond tenor <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2f961a34723dffde5e087af32b59705e"></a><!-- doxytag: member="QuantLib::CallableBondVolatilityStructure::blackVariance" ref="a2f961a34723dffde5e087af32b59705e" args="(const Period &optionTenor, const Period &bondTenor, Rate strike, bool extrapolate=false) 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_callable_bond_volatility_structure.html#a2f961a34723dffde5e087af32b59705e">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> &bondTenor, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">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 bond tenor <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a29ec6129fd58bbcf18ee1eca2a776d53"></a><!-- doxytag: member="QuantLib::CallableBondVolatilityStructure::smileSection" ref="a29ec6129fd58bbcf18ee1eca2a776d53" args="(const Period &optionTenor, const Period &bondTenor) const " -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_smile_section.html">SmileSection</a> > </td><td class="memItemRight" valign="bottom"><b>smileSection</b> (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> &bondTenor) 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="a7d242cf24fadcf875b9e2f621014c4ef"></a><!-- doxytag: member="QuantLib::CallableBondVolatilityStructure::maxBondTenor" ref="a7d242cf24fadcf875b9e2f621014c4ef" 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_callable_bond_volatility_structure.html#a7d242cf24fadcf875b9e2f621014c4ef">maxBondTenor</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" align="right" valign="top"><a class="anchor" id="a5a56f9ec1c7f3fdf00e72197fa64bf82"></a><!-- doxytag: member="QuantLib::CallableBondVolatilityStructure::maxBondLength" ref="a5a56f9ec1c7f3fdf00e72197fa64bf82" args="() 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_callable_bond_volatility_structure.html#a5a56f9ec1c7f3fdf00e72197fa64bf82">maxBondLength</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the largest bondLength for which the term structure can return vols <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaa54e38ec0aabcec3de3342602c4015f"></a><!-- doxytag: member="QuantLib::CallableBondVolatilityStructure::minStrike" ref="aaa54e38ec0aabcec3de3342602c4015f" args="() const =0" -->
virtual <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html#aaa54e38ec0aabcec3de3342602c4015f">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="a50d3c0b68286f6b64878e8c785822805"></a><!-- doxytag: member="QuantLib::CallableBondVolatilityStructure::maxStrike" ref="a50d3c0b68286f6b64878e8c785822805" args="() const =0" -->
virtual <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html#a50d3c0b68286f6b64878e8c785822805">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="ad800880a89cf9da617d99bf0b0622a03"></a><!-- doxytag: member="QuantLib::CallableBondVolatilityStructure::smileSectionImpl" ref="ad800880a89cf9da617d99bf0b0622a03" args="(Time optionTime, Time bondLength) const =0" -->
virtual boost::shared_ptr<br class="typebreak"/>
< <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_callable_bond_volatility_structure.html#ad800880a89cf9da617d99bf0b0622a03">smileSectionImpl</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> optionTime, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> bondLength) const =0</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">return smile section <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afdb2be57d772473c6e0c75f64d285ecd"></a><!-- doxytag: member="QuantLib::CallableBondVolatilityStructure::volatilityImpl" ref="afdb2be57d772473c6e0c75f64d285ecd" args="(Time optionTime, Time bondLength, Rate strike) const =0" -->
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_callable_bond_volatility_structure.html#afdb2be57d772473c6e0c75f64d285ecd">volatilityImpl</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> optionTime, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> bondLength, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">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" align="right" valign="top"><a class="anchor" id="a9801b355cbd42caad93cebc2f9714925"></a><!-- doxytag: member="QuantLib::CallableBondVolatilityStructure::volatilityImpl" ref="a9801b355cbd42caad93cebc2f9714925" args="(const Date &optionDate, const Period &bondTenor, Rate strike) const " -->
virtual <a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">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> &bondTenor, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4016541fb491fbbafa193c7934547002"></a><!-- doxytag: member="QuantLib::CallableBondVolatilityStructure::checkRange" ref="a4016541fb491fbbafa193c7934547002" 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#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a>, <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"><a class="anchor" id="a256d21de33c5147033bbb6929e1e6c1e"></a><!-- doxytag: member="QuantLib::CallableBondVolatilityStructure::checkRange" ref="a256d21de33c5147033bbb6929e1e6c1e" args="(const Date &optionDate, const Period &bondTenor, 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> &bondTenor, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike, bool extrapolate) const </td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Callable-bond volatility structure. </p>
<p>This class is purely abstract and defines the interface of concrete callable-bond volatility structures which will be derived from this one. </p>
</div><hr/><h2>Constructor & Destructor Documentation</h2>
<a class="anchor" id="ac90021113d4115457bb5afdfb6492de1"></a><!-- doxytag: member="QuantLib::CallableBondVolatilityStructure::CallableBondVolatilityStructure" ref="ac90021113d4115457bb5afdfb6492de1" args="(const DayCounter &dc=DayCounter(), BusinessDayConvention bdc=Following)" -->
<div class="memitem">
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<td class="memname"><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a> </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>
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<td class="paramtype"><a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td>
<td class="paramname"><em>bdc</em> = <code>Following</code> </td>
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<td>)</td>
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<div class="memdoc">
<p>default constructor </p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000008">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#aa9ae6cc6009ac64d4f265065eab08be0" title="the date at which discount = 1.0 and/or variance = 0.0">referenceDate()</a> method. </dd></dl>
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