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<!-- doxytag: class="QuantLib::ConstantSwaptionVolatility" --><!-- doxytag: inherits="QuantLib::SwaptionVolatilityStructure" -->
<p>Constant swaption volatility, no time-strike dependence.
<a href="class_quant_lib_1_1_constant_swaption_volatility.html#details">More...</a></p>
<p><code>#include <ql/termstructures/volatility/swaption/swaptionconstantvol.hpp></code></p>
<div class="dynheader">
Inheritance diagram for ConstantSwaptionVolatility:</div>
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<div class="center"><img src="class_quant_lib_1_1_constant_swaption_volatility__inherit__graph.png" border="0" usemap="#_constant_swaption_volatility_inherit__map" alt="Inheritance graph"/></div>
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<area shape="rect" id="node2" href="class_quant_lib_1_1_swaption_volatility_structure.html" title="Swaption-volatility structure" alt="" coords="5,6,181,37"/></map>
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<p><a href="class_quant_lib_1_1_constant_swaption_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="a7384e98ca8803990d4eacaa2f12827a3"></a><!-- doxytag: member="QuantLib::ConstantSwaptionVolatility::ConstantSwaptionVolatility" ref="a7384e98ca8803990d4eacaa2f12827a3" 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_swaption_volatility.html#a7384e98ca8803990d4eacaa2f12827a3">ConstantSwaptionVolatility</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_swaption_volatility_structure.html#a1b60b73d75a953a5af8c24a1232268e0">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="a44f7e8257817c139f36061d06b68b4a4"></a><!-- doxytag: member="QuantLib::ConstantSwaptionVolatility::ConstantSwaptionVolatility" ref="a44f7e8257817c139f36061d06b68b4a4" 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_swaption_volatility.html#a44f7e8257817c139f36061d06b68b4a4">ConstantSwaptionVolatility</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_swaption_volatility_structure.html#a1b60b73d75a953a5af8c24a1232268e0">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="afb0e261f50a4e073f292237779de8409"></a><!-- doxytag: member="QuantLib::ConstantSwaptionVolatility::ConstantSwaptionVolatility" ref="afb0e261f50a4e073f292237779de8409" 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_swaption_volatility.html#afb0e261f50a4e073f292237779de8409">ConstantSwaptionVolatility</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_swaption_volatility_structure.html#a1b60b73d75a953a5af8c24a1232268e0">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="aac1b070e2673b35cd576f4c932a1e035"></a><!-- doxytag: member="QuantLib::ConstantSwaptionVolatility::ConstantSwaptionVolatility" ref="aac1b070e2673b35cd576f4c932a1e035" 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_swaption_volatility.html#aac1b070e2673b35cd576f4c932a1e035">ConstantSwaptionVolatility</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_swaption_volatility_structure.html#a1b60b73d75a953a5af8c24a1232268e0">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::ConstantSwaptionVolatility::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_swaption_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::ConstantSwaptionVolatility::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_swaption_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::ConstantSwaptionVolatility::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_swaption_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"><div class="groupHeader">SwaptionVolatilityStructure interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aab612f40ee132a09e19f67c16e502cdb"></a><!-- doxytag: member="QuantLib::ConstantSwaptionVolatility::maxSwapTenor" ref="aab612f40ee132a09e19f67c16e502cdb" args="() const " -->
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_constant_swaption_volatility.html#aab612f40ee132a09e19f67c16e502cdb">maxSwapTenor</a> () const </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 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="a04633aeb0a4fd448bade6e435daeb291"></a><!-- doxytag: member="QuantLib::ConstantSwaptionVolatility::smileSectionImpl" ref="a04633aeb0a4fd448bade6e435daeb291" args="(const Date &, const Period &) 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> &, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aece73c63d97ff8c0147a862201010c9a"></a><!-- doxytag: member="QuantLib::ConstantSwaptionVolatility::smileSectionImpl" ref="aece73c63d97ff8c0147a862201010c9a" args="(Time, 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"><b>smileSectionImpl</b> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a>, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a>) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0ae7b5a492d2300c7aedd3a0885d7d19"></a><!-- doxytag: member="QuantLib::ConstantSwaptionVolatility::volatilityImpl" ref="a0ae7b5a492d2300c7aedd3a0885d7d19" args="(const Date &, const Period &, Rate) const " -->
<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> &, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a>) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a47909aba7db97bc5c0f7488dd5aff4da"></a><!-- doxytag: member="QuantLib::ConstantSwaptionVolatility::volatilityImpl" ref="a47909aba7db97bc5c0f7488dd5aff4da" args="(Time, Time, Rate) const " -->
<a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> </td><td class="memItemRight" valign="bottom"><b>volatilityImpl</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>) const </td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Constant swaption volatility, no time-strike dependence. </p>
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