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<!-- doxytag: class="QuantLib::SwaptionVolatilityCube" --><!-- doxytag: inherits="QuantLib::SwaptionVolatilityDiscrete" -->
<p>swaption-volatility cube
<a href="class_quant_lib_1_1_swaption_volatility_cube.html#details">More...</a></p>
<p><code>#include <ql/termstructures/volatility/swaption/swaptionvolcube.hpp></code></p>
<p>Inherits SwaptionVolatilityDiscrete.</p>
<p>Inherited by SwaptionVolCube1, and SwaptionVolCube2.</p>
<p><a href="class_quant_lib_1_1_swaption_volatility_cube-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="af16bbd26e0c973d80b93aeb5c4a272ae"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityCube::SwaptionVolatilityCube" ref="af16bbd26e0c973d80b93aeb5c4a272ae" args="(const Handle< SwaptionVolatilityStructure > &atmVolStructure, const std::vector< Period > &optionTenors, const std::vector< Period > &swapTenors, const std::vector< Spread > &strikeSpreads, const std::vector< std::vector< Handle< Quote > > > &volSpreads, const boost::shared_ptr< SwapIndex > &swapIndexBase, const boost::shared_ptr< SwapIndex > &shortSwapIndexBase, bool vegaWeightedSmileFit)" -->
 </td><td class="memItemRight" valign="bottom"><b>SwaptionVolatilityCube</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a> > &atmVolStructure, const std::vector< <a class="el" href="class_quant_lib_1_1_period.html">Period</a> > &optionTenors, const std::vector< <a class="el" href="class_quant_lib_1_1_period.html">Period</a> > &swapTenors, const std::vector< <a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> > &strikeSpreads, const std::vector< std::vector< <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> > > > &volSpreads, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a> > &swapIndexBase, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a> > &shortSwapIndexBase, bool vegaWeightedSmileFit)</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="ac147d63df367bbe5282b76b1f98cb9be"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityCube::dayCounter" ref="ac147d63df367bbe5282b76b1f98cb9be" args="() const " -->
<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swaption_volatility_cube.html#ac147d63df367bbe5282b76b1f98cb9be">dayCounter</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the day counter used for date/time conversion <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a74d8fc5480ca811db8332b7b30597fe9"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityCube::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_swaption_volatility_cube.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 class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3b8677915d5a95b48578b82ed1d7508f"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityCube::maxTime" ref="a3b8677915d5a95b48578b82ed1d7508f" args="() const " -->
<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_swaption_volatility_cube.html#a3b8677915d5a95b48578b82ed1d7508f">maxTime</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the latest time for which the curve can return values <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4a72314adf5959d9427df0fad16a1d3b"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityCube::referenceDate" ref="a4a72314adf5959d9427df0fad16a1d3b" args="() const " -->
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_swaption_volatility_cube.html#a4a72314adf5959d9427df0fad16a1d3b">referenceDate</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the date at which discount = 1.0 and/or variance = 0.0 <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae9a0f3904cff2fe61596c593dd0b6448"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityCube::calendar" ref="ae9a0f3904cff2fe61596c593dd0b6448" args="() const " -->
<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swaption_volatility_cube.html#ae9a0f3904cff2fe61596c593dd0b6448">calendar</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the calendar used for reference and/or option date calculation <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab6506da60fec85c6f146f1b43116de70"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityCube::settlementDays" ref="ab6506da60fec85c6f146f1b43116de70" args="() const " -->
<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swaption_volatility_cube.html#ab6506da60fec85c6f146f1b43116de70">settlementDays</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the settlementDays used for reference date calculation <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="a92f7194103698b0abf537479db1bab49"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityCube::minStrike" ref="a92f7194103698b0abf537479db1bab49" args="() const " -->
<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_swaption_volatility_cube.html#a92f7194103698b0abf537479db1bab49">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="af96d43a92083621b2e8e980ec2b666b9"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityCube::maxStrike" ref="af96d43a92083621b2e8e980ec2b666b9" args="() const " -->
<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_swaption_volatility_cube.html#af96d43a92083621b2e8e980ec2b666b9">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="aa42d63fa6f2a1c9d377c25ca63fa5f6c"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityCube::maxSwapTenor" ref="aa42d63fa6f2a1c9d377c25ca63fa5f6c" 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_swaption_volatility_cube.html#aa42d63fa6f2a1c9d377c25ca63fa5f6c">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"><div class="groupHeader">Other inspectors</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5d78247782146d4b70292706933b6235"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityCube::atmStrike" ref="a5d78247782146d4b70292706933b6235" args="(const Date &optionDate, const Period &swapTenor) const " -->
<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>atmStrike</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> &swapTenor) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a12e6621b980964b337ceb6d306654759"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityCube::atmStrike" ref="a12e6621b980964b337ceb6d306654759" args="(const Period &optionTenor, const Period &swapTenor) const " -->
<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>atmStrike</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> &swapTenor) const </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="af1cc8c4366c5575bc151f27dda13a478"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityCube::registerWithVolatilitySpread" ref="af1cc8c4366c5575bc151f27dda13a478" args="()" -->
void </td><td class="memItemRight" valign="bottom"><b>registerWithVolatilitySpread</b> ()</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8a847d5d307f3f57ade6263012526c31"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityCube::volatilityImpl" ref="a8a847d5d307f3f57ade6263012526c31" args="(Time optionTime, Time swapLength, Rate strike) 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> optionTime, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#a5694433bc688de616d1bc9481729c44a">swapLength</a>, <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="ad7c337ad2742139f606cdf738f4405b5"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityCube::volatilityImpl" ref="ad7c337ad2742139f606cdf738f4405b5" args="(const Date &optionDate, const Period &swapTenor, Rate strike) 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> &optionDate, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &swapTenor, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike) const </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="a4924c384111375749e7803634c13006b"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityCube::atmVol_" ref="a4924c384111375749e7803634c13006b" args="" -->
<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a><br class="typebreak"/>
< <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a> > </td><td class="memItemRight" valign="bottom"><b>atmVol_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a67ae5ca8c9285c2e266d0472b1c1e7ad"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityCube::nStrikes_" ref="a67ae5ca8c9285c2e266d0472b1c1e7ad" args="" -->
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>nStrikes_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2c6c31fe4bdd0b5ed596e2efe1319516"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityCube::strikeSpreads_" ref="a2c6c31fe4bdd0b5ed596e2efe1319516" args="" -->
std::vector< <a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> > </td><td class="memItemRight" valign="bottom"><b>strikeSpreads_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa0eb661c1898495e2505f206b0e949b1"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityCube::localStrikes_" ref="aa0eb661c1898495e2505f206b0e949b1" args="" -->
std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > </td><td class="memItemRight" valign="bottom"><b>localStrikes_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6d32df93ed086d2339d82daab7c5b93e"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityCube::localSmile_" ref="a6d32df93ed086d2339d82daab7c5b93e" args="" -->
std::vector< <a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> > </td><td class="memItemRight" valign="bottom"><b>localSmile_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab492bc9d36b91b0ea5d53d89d0706eb5"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityCube::volSpreads_" ref="ab492bc9d36b91b0ea5d53d89d0706eb5" args="" -->
std::vector< std::vector<br class="typebreak"/>
< <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> > > > </td><td class="memItemRight" valign="bottom"><b>volSpreads_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a723651c2c92d5da0ed172d37edb73708"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityCube::swapIndexBase_" ref="a723651c2c92d5da0ed172d37edb73708" args="" -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a> > </td><td class="memItemRight" valign="bottom"><b>swapIndexBase_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a533dbae45bba6da0b9eb25c7334651de"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityCube::shortSwapIndexBase_" ref="a533dbae45bba6da0b9eb25c7334651de" args="" -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a> > </td><td class="memItemRight" valign="bottom"><b>shortSwapIndexBase_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7400870aad0a91aa7bfc981e8877a76c"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityCube::vegaWeightedSmileFit_" ref="a7400870aad0a91aa7bfc981e8877a76c" args="" -->
bool </td><td class="memItemRight" valign="bottom"><b>vegaWeightedSmileFit_</b></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>swaption-volatility cube </p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000128">Warning:</a></b></dt><dd>this class is not finalized and its interface might change in subsequent releases. </dd></dl>
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