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<!-- doxytag: class="QuantLib::InterestRateVolSurface" --><!-- doxytag: inherits="QuantLib::BlackVolSurface" -->
<p>Interest rate volatility (smile) surface.
<a href="class_quant_lib_1_1_interest_rate_vol_surface.html#details">More...</a></p>
<p><code>#include <ql/experimental/volatility/interestratevolsurface.hpp></code></p>
<div class="dynheader">
Inheritance diagram for InterestRateVolSurface:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_interest_rate_vol_surface__inherit__graph.png" border="0" usemap="#_interest_rate_vol_surface_inherit__map" alt="Inheritance graph"/></div>
<map name="_interest_rate_vol_surface_inherit__map" id="_interest_rate_vol_surface_inherit__map">
<area shape="rect" id="node5" href="class_quant_lib_1_1_sabr_vol_surface.html" title="SABR volatility (smile) surface." alt="" coords="27,166,139,197"/><area shape="rect" id="node2" href="class_quant_lib_1_1_black_vol_surface.html" title="Black volatility (smile) surface." alt="" coords="24,6,141,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_interest_rate_vol_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"><a class="anchor" id="a3abd7ea3a1e190b4a16ba6cdb32aa6b5"></a><!-- doxytag: member="QuantLib::InterestRateVolSurface::index" ref="a3abd7ea3a1e190b4a16ba6cdb32aa6b5" args="() const " -->
const boost::shared_ptr<br class="typebreak"/>
< <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a> > & </td><td class="memItemRight" valign="bottom"><b>index</b> () const </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_interest_rate_vol_surface.html#a790c8f47798af91124e11ca9e2a52731">InterestRateVolSurface</a> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</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=Following, 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>())</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_interest_rate_vol_surface.html#a7f954b457571433df27468af92b2d99e">InterestRateVolSurface</a> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a> > &, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bdc=Following, 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>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6618dc335c612c9bd2f08040338a06c7"></a><!-- doxytag: member="QuantLib::InterestRateVolSurface::InterestRateVolSurface" ref="a6618dc335c612c9bd2f08040338a06c7" args="(const boost::shared_ptr< InterestRateIndex > &, const Date &referenceDate, const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())" -->
 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interest_rate_vol_surface.html#a6618dc335c612c9bd2f08040338a06c7">InterestRateVolSurface</a> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</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="class_quant_lib_1_1_calendar.html">Calendar</a>(), <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bdc=Following, 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>())</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="a32a83dbe248d5d85d1fd10859c4b76ce"></a><!-- doxytag: member="QuantLib::InterestRateVolSurface::InterestRateVolSurface" ref="a32a83dbe248d5d85d1fd10859c4b76ce" args="(const boost::shared_ptr< InterestRateIndex > &, Natural settlementDays, const Calendar &, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())" -->
 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interest_rate_vol_surface.html#a32a83dbe248d5d85d1fd10859c4b76ce">InterestRateVolSurface</a> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</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=Following, 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>())</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">VolatilityTermStructure interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af59f60f1e0a7875cd8c4e97c3e50f8fd"></a><!-- doxytag: member="QuantLib::InterestRateVolSurface::optionDateFromTenor" ref="af59f60f1e0a7875cd8c4e97c3e50f8fd" args="(const Period &) 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_interest_rate_vol_surface.html#af59f60f1e0a7875cd8c4e97c3e50f8fd">optionDateFromTenor</a> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">period/date conversion <br/></td></tr>
<tr><td colspan="2"><div class="groupHeader">Visitability</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a896099363a2a409d2485c3ce9e4e4265"></a><!-- doxytag: member="QuantLib::InterestRateVolSurface::accept" ref="a896099363a2a409d2485c3ce9e4e4265" args="(AcyclicVisitor &)" -->
virtual void </td><td class="memItemRight" valign="bottom"><b>accept</b> (<a class="el" href="class_quant_lib_1_1_acyclic_visitor.html">AcyclicVisitor</a> &)</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="ab36c19ec4146edfb3995d21524eec75a"></a><!-- doxytag: member="QuantLib::InterestRateVolSurface::index_" ref="ab36c19ec4146edfb3995d21524eec75a" args="" -->
boost::shared_ptr<br class="typebreak"/>
< <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a> > </td><td class="memItemRight" valign="bottom"><b>index_</b></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Interest rate volatility (smile) surface. </p>
<p>This abstract class defines the interface of concrete Interest rate volatility (smile) surfaces which will be derived from this one.</p>
<p>Volatilities are assumed to be expressed on an annual basis. </p>
</div><hr/><h2>Constructor & Destructor Documentation</h2>
<a class="anchor" id="a790c8f47798af91124e11ca9e2a52731"></a><!-- doxytag: member="QuantLib::InterestRateVolSurface::InterestRateVolSurface" ref="a790c8f47798af91124e11ca9e2a52731" args="(const boost::shared_ptr< InterestRateIndex > &, const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
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<td class="memname"><a class="el" href="class_quant_lib_1_1_interest_rate_vol_surface.html">InterestRateVolSurface</a> </td>
<td>(</td>
<td class="paramtype">const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a> > & </td>
<td class="paramname">, </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"><em>cal</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td>
<td class="paramname"><em>bdc</em> = <code>Following</code>, </td>
</tr>
<tr>
<td class="paramkey"></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>
</tr>
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<td></td>
<td>)</td>
<td></td><td></td>
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<div class="memdoc">
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000026">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>
</div>
</div>
<a class="anchor" id="a7f954b457571433df27468af92b2d99e"></a><!-- doxytag: member="QuantLib::InterestRateVolSurface::InterestRateVolSurface" ref="a7f954b457571433df27468af92b2d99e" args="(const boost::shared_ptr< InterestRateIndex > &, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname"><a class="el" href="class_quant_lib_1_1_interest_rate_vol_surface.html">InterestRateVolSurface</a> </td>
<td>(</td>
<td class="paramtype">const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a> > & </td>
<td class="paramname">, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td>
<td class="paramname"><em>bdc</em> = <code>Following</code>, </td>
</tr>
<tr>
<td class="paramkey"></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>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
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</table>
</div>
<div class="memdoc">
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000027">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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