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<!-- doxytag: class="QuantLib::ConstantOptionletVolatility" --><!-- doxytag: inherits="QuantLib::OptionletVolatilityStructure" -->
<p>Constant caplet volatility, no time-strike dependence.
<a href="class_quant_lib_1_1_constant_optionlet_volatility.html#details">More...</a></p>
<p><code>#include <ql/termstructures/volatility/optionlet/constantoptionletvol.hpp></code></p>
<div class="dynheader">
Inheritance diagram for ConstantOptionletVolatility:</div>
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<area shape="rect" id="node2" href="class_quant_lib_1_1_optionlet_volatility_structure.html" title="Optionlet (caplet/floorlet) volatility structure." alt="" coords="5,6,181,37"/></map>
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<p><a href="class_quant_lib_1_1_constant_optionlet_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 class="memItemLeft" align="right" valign="top"><a class="anchor" id="a67313d8f577245f98e5d9ad63a122d99"></a><!-- doxytag: member="QuantLib::ConstantOptionletVolatility::ConstantOptionletVolatility" ref="a67313d8f577245f98e5d9ad63a122d99" args="(Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, const Handle< Quote > &volatility, const DayCounter &dc)" -->
 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_optionlet_volatility.html#a67313d8f577245f98e5d9ad63a122d99">ConstantOptionletVolatility</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, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bdc, 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> > &<a class="el" href="class_quant_lib_1_1_optionlet_volatility_structure.html#ad6581b343c19b58d18e3b643265f4f57">volatility</a>, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc)</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="a798d865b41ca9ac9b3613892d87e16bd"></a><!-- doxytag: member="QuantLib::ConstantOptionletVolatility::ConstantOptionletVolatility" ref="a798d865b41ca9ac9b3613892d87e16bd" args="(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, const Handle< Quote > &volatility, const DayCounter &dc)" -->
 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_optionlet_volatility.html#a798d865b41ca9ac9b3613892d87e16bd">ConstantOptionletVolatility</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> &cal, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bdc, 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> > &<a class="el" href="class_quant_lib_1_1_optionlet_volatility_structure.html#ad6581b343c19b58d18e3b643265f4f57">volatility</a>, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">fixed reference date, floating market data <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2753d14197244e992a79569d04f90927"></a><!-- doxytag: member="QuantLib::ConstantOptionletVolatility::ConstantOptionletVolatility" ref="a2753d14197244e992a79569d04f90927" args="(Natural settlementDays, const Calendar &cal, BusinessDayConvention bdc, Volatility volatility, const DayCounter &dc)" -->
 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_optionlet_volatility.html#a2753d14197244e992a79569d04f90927">ConstantOptionletVolatility</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, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bdc, <a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> <a class="el" href="class_quant_lib_1_1_optionlet_volatility_structure.html#ad6581b343c19b58d18e3b643265f4f57">volatility</a>, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">floating reference date, fixed market data <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6ccddfb23110eb2edc5771aeee8b5b0b"></a><!-- doxytag: member="QuantLib::ConstantOptionletVolatility::ConstantOptionletVolatility" ref="a6ccddfb23110eb2edc5771aeee8b5b0b" args="(const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, Volatility volatility, const DayCounter &dc)" -->
 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_optionlet_volatility.html#a6ccddfb23110eb2edc5771aeee8b5b0b">ConstantOptionletVolatility</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> &cal, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bdc, <a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> <a class="el" href="class_quant_lib_1_1_optionlet_volatility_structure.html#ad6581b343c19b58d18e3b643265f4f57">volatility</a>, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">fixed reference date, fixed market data <br/></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::ConstantOptionletVolatility::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_constant_optionlet_volatility.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::ConstantOptionletVolatility::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_constant_optionlet_volatility.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::ConstantOptionletVolatility::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_constant_optionlet_volatility.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"><h2><a name="pro-methods"></a>
Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0f6adb992ee1324a8ad4ed8e7e18fcad"></a><!-- doxytag: member="QuantLib::ConstantOptionletVolatility::smileSectionImpl" ref="a0f6adb992ee1324a8ad4ed8e7e18fcad" args="(const Date &d) 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>smileSectionImpl</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a93c505c12c2788be4e6614ba5b30ccff"></a><!-- doxytag: member="QuantLib::ConstantOptionletVolatility::smileSectionImpl" ref="a93c505c12c2788be4e6614ba5b30ccff" args="(Time) const " -->
boost::shared_ptr< <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_constant_optionlet_volatility.html#a93c505c12c2788be4e6614ba5b30ccff">smileSectionImpl</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a>) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">implements the actual smile calculation in derived classes <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac4e9e187b4dc3afd9d30a9c07c2e1737"></a><!-- doxytag: member="QuantLib::ConstantOptionletVolatility::volatilityImpl" ref="ac4e9e187b4dc3afd9d30a9c07c2e1737" args="(Time, Rate) 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_constant_optionlet_volatility.html#ac4e9e187b4dc3afd9d30a9c07c2e1737">volatilityImpl</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a>, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a>) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">implements the actual volatility calculation in derived classes <br/></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Constant caplet volatility, no time-strike dependence. </p>
<dl><dt><b>Examples: </b></dt><dd><a class="el" href="_bonds_8cpp-example.html#_a46">Bonds.cpp</a>.</dd>
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