1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>ConstantCPIVolatility Class Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>
<div id="container">
<div id="header">
<img class="titleimage"
src="QL-title.jpg" width="185" height="50" border="0"
alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">
<h3 class="navbartitle">Version 1.2</h3>
<hr>
<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>
<hr>
<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="todo.html">Todo List</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.7.6.1 -->
<div id="nav-path" class="navpath">
<ul>
<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_constant_c_p_i_volatility.html">ConstantCPIVolatility</a> </li>
</ul>
</div>
</div>
<div class="header">
<div class="headertitle">
<div class="title">ConstantCPIVolatility Class Reference</div> </div>
</div><!--header-->
<div class="contents">
<!-- doxytag: class="QuantLib::ConstantCPIVolatility" --><!-- doxytag: inherits="QuantLib::CPIVolatilitySurface" -->
<p>Constant surface, no K or T dependence.
<a href="class_quant_lib_1_1_constant_c_p_i_volatility.html#details">More...</a></p>
<p><code>#include <ql/termstructures/volatility/inflation/constantcpivolatility.hpp></code></p>
<div class="dynheader">
Inheritance diagram for ConstantCPIVolatility:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_constant_c_p_i_volatility__inherit__graph.png" border="0" usemap="#_constant_c_p_i_volatility_inherit__map" alt="Inheritance graph"/></div>
<map name="_constant_c_p_i_volatility_inherit__map" id="_constant_c_p_i_volatility_inherit__map">
<area shape="rect" id="node2" href="class_quant_lib_1_1_c_p_i_volatility_surface.html" title="zero inflation (i.e. CPI/RPI/HICP/etc.) volatility structures" alt="" coords="8,6,144,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_constant_c_p_i_volatility-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 colspan="2"><div class="groupHeader">Constructor</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7e6db6a90e33957f54f8dda00133dad4"></a><!-- doxytag: member="QuantLib::ConstantCPIVolatility::ConstantCPIVolatility" ref="a7e6db6a90e33957f54f8dda00133dad4" args="(const Volatility v, Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc, const Period &observationLag, Frequency frequency, bool indexIsInterpolated)" -->
 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_c_p_i_volatility.html#a7e6db6a90e33957f54f8dda00133dad4">ConstantCPIVolatility</a> (const <a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> v, <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 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">Limits</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8f99356f853de778d6eb053615c1bdbf"></a><!-- doxytag: member="QuantLib::ConstantCPIVolatility::maxDate" ref="a8f99356f853de778d6eb053615c1bdbf" 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_constant_c_p_i_volatility.html#a8f99356f853de778d6eb053615c1bdbf">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 class="memItemLeft" align="right" valign="top"><a class="anchor" id="a325a26f342dc0d36ac376c98e79f7565"></a><!-- doxytag: member="QuantLib::ConstantCPIVolatility::minStrike" ref="a325a26f342dc0d36ac376c98e79f7565" args="() 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_constant_c_p_i_volatility.html#a325a26f342dc0d36ac376c98e79f7565">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="a890665a296b4f9991d4d01ac63e35873"></a><!-- doxytag: member="QuantLib::ConstantCPIVolatility::maxStrike" ref="a890665a296b4f9991d4d01ac63e35873" args="() 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_constant_c_p_i_volatility.html#a890665a296b4f9991d4d01ac63e35873">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>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Constant surface, no K or T dependence. </p>
</div></div><!-- contents -->
</div>
<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.7.6.1
</div>
</div>
</div>
</body>
</html>
|
