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<!-- doxytag: class="QuantLib::SwaptionVolatilityStructure" --><!-- doxytag: inherits="QuantLib::VolatilityTermStructure" -->
<p>Swaption-volatility structure
<a href="class_quant_lib_1_1_swaption_volatility_structure.html#details">More...</a></p>
<p><code>#include <ql/termstructures/volatility/swaption/swaptionvolstructure.hpp></code></p>
<div class="dynheader">
Inheritance diagram for SwaptionVolatilityStructure:</div>
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<div class="center"><img src="class_quant_lib_1_1_swaption_volatility_structure__inherit__graph.png" border="0" usemap="#_swaption_volatility_structure_inherit__map" alt="Inheritance graph"/></div>
<map name="_swaption_volatility_structure_inherit__map" id="_swaption_volatility_structure_inherit__map">
<area shape="rect" id="node5" href="class_quant_lib_1_1_constant_swaption_volatility.html" title="Constant swaption volatility, no time-strike dependence." alt="" coords="5,166,181,197"/><area shape="rect" id="node2" href="class_quant_lib_1_1_volatility_term_structure.html" title="Volatility term structure." alt="" coords="17,6,169,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_swaption_volatility_structure-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="a5694433bc688de616d1bc9481729c44a"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::swapLength" ref="a5694433bc688de616d1bc9481729c44a" args="(const Period &swapTenor) 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_structure.html#a5694433bc688de616d1bc9481729c44a">swapLength</a> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &swapTenor) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">implements the conversion between swap tenor and swap (time) length <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afdde903c91d35c1f7991f416d7616ff8"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::swapLength" ref="afdde903c91d35c1f7991f416d7616ff8" args="(const Date &start, const Date &end) 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_structure.html#afdde903c91d35c1f7991f416d7616ff8">swapLength</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &start, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &end) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">implements the conversion between swap dates and swap (time) length <br/></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_swaption_volatility_structure.html#ac6fd129ebf717507b17923db697987d5">SwaptionVolatilityStructure</a> (const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#ae9a0f3904cff2fe61596c593dd0b6448">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=<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_swaption_volatility_structure.html#a4ae32fc9ee5910b3da98ce36c581a121">SwaptionVolatilityStructure</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=<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="a93f2c97ee14dd4339867869e2ad3649f"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::SwaptionVolatilityStructure" ref="a93f2c97ee14dd4339867869e2ad3649f" args="(const Date &referenceDate, const Calendar &calendar, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())" -->
 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#a93f2c97ee14dd4339867869e2ad3649f">SwaptionVolatilityStructure</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> &<a class="el" href="class_quant_lib_1_1_term_structure.html#ae9a0f3904cff2fe61596c593dd0b6448">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=<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="afe47b4b3a44530c5c1da6bba3c01945b"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::SwaptionVolatilityStructure" ref="afe47b4b3a44530c5c1da6bba3c01945b" args="(Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())" -->
 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#afe47b4b3a44530c5c1da6bba3c01945b">SwaptionVolatilityStructure</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, 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">Volatility, variance and smile</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1b60b73d75a953a5af8c24a1232268e0"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::volatility" ref="a1b60b73d75a953a5af8c24a1232268e0" args="(const Period &optionTenor, const Period &swapTenor, Rate strike, bool extrapolate=false) 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_swaption_volatility_structure.html#a1b60b73d75a953a5af8c24a1232268e0">volatility</a> (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, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike, bool extrapolate=false) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the volatility for a given option tenor and swap tenor <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a365198aa837e06b6354629434b19998f"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::volatility" ref="a365198aa837e06b6354629434b19998f" args="(const Date &optionDate, const Period &swapTenor, Rate strike, bool extrapolate=false) 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_swaption_volatility_structure.html#a365198aa837e06b6354629434b19998f">volatility</a> (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, bool extrapolate=false) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the volatility for a given option date and swap tenor <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abd2e2bad948127822dcdf3355bb24273"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::volatility" ref="abd2e2bad948127822dcdf3355bb24273" args="(Time optionTime, const Period &swapTenor, Rate strike, bool extrapolate=false) 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_swaption_volatility_structure.html#abd2e2bad948127822dcdf3355bb24273">volatility</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> optionTime, 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, bool extrapolate=false) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the volatility for a given option time and swap tenor <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af51af70559b4ff4973a97db846db9157"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::volatility" ref="af51af70559b4ff4973a97db846db9157" args="(const Period &optionTenor, Time swapLength, Rate strike, bool extrapolate=false) 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_swaption_volatility_structure.html#af51af70559b4ff4973a97db846db9157">volatility</a> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &optionTenor, <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, bool extrapolate=false) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the volatility for a given option tenor and swap length <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae08aa46a34407f64eb703fa3b60e1782"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::volatility" ref="ae08aa46a34407f64eb703fa3b60e1782" args="(const Date &optionDate, Time swapLength, Rate strike, bool extrapolate=false) 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_swaption_volatility_structure.html#ae08aa46a34407f64eb703fa3b60e1782">volatility</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &optionDate, <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, bool extrapolate=false) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the volatility for a given option date and swap length <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad049a4be6f59b66ae64d7791b2738356"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::volatility" ref="ad049a4be6f59b66ae64d7791b2738356" args="(Time optionTime, Time swapLength, Rate strike, bool extrapolate=false) 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_swaption_volatility_structure.html#ad049a4be6f59b66ae64d7791b2738356">volatility</a> (<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, bool extrapolate=false) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the volatility for a given option time and swap length <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1d5ae88a7d7997481d7d965ae0599150"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::blackVariance" ref="a1d5ae88a7d7997481d7d965ae0599150" args="(const Period &optionTenor, const Period &swapTenor, Rate strike, bool extrapolate=false) 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_swaption_volatility_structure.html#a1d5ae88a7d7997481d7d965ae0599150">blackVariance</a> (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, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike, bool extrapolate=false) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the Black variance for a given option tenor and swap tenor <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a911ff222333ddba63245db6f70c76a27"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::blackVariance" ref="a911ff222333ddba63245db6f70c76a27" args="(const Date &optionDate, const Period &swapTenor, Rate strike, bool extrapolate=false) 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_swaption_volatility_structure.html#a911ff222333ddba63245db6f70c76a27">blackVariance</a> (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, bool extrapolate=false) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the Black variance for a given option date and swap tenor <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af3e041f58bf6afb39d078ba37d336989"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::blackVariance" ref="af3e041f58bf6afb39d078ba37d336989" args="(Time optionTime, const Period &swapTenor, Rate strike, bool extrapolate=false) 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_swaption_volatility_structure.html#af3e041f58bf6afb39d078ba37d336989">blackVariance</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> optionTime, 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, bool extrapolate=false) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the Black variance for a given option time and swap tenor <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="add21b028806cb2a4580bcf154dca7c9d"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::blackVariance" ref="add21b028806cb2a4580bcf154dca7c9d" args="(const Period &optionTenor, Time swapLength, Rate strike, bool extrapolate=false) 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_swaption_volatility_structure.html#add21b028806cb2a4580bcf154dca7c9d">blackVariance</a> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &optionTenor, <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, bool extrapolate=false) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the Black variance for a given option tenor and swap length <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab32dd4c4f56ada69235be3576c73d1ff"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::blackVariance" ref="ab32dd4c4f56ada69235be3576c73d1ff" args="(const Date &optionDate, Time swapLength, Rate strike, bool extrapolate=false) 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_swaption_volatility_structure.html#ab32dd4c4f56ada69235be3576c73d1ff">blackVariance</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &optionDate, <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, bool extrapolate=false) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the Black variance for a given option date and swap length <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3ad9c753b18ab6db2ac73ce47dba66b5"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::blackVariance" ref="a3ad9c753b18ab6db2ac73ce47dba66b5" args="(Time optionTime, Time swapLength, Rate strike, bool extrapolate=false) 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_swaption_volatility_structure.html#a3ad9c753b18ab6db2ac73ce47dba66b5">blackVariance</a> (<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, bool extrapolate=false) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the Black variance for a given option time and swap length <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0b427df5b16da607d7e50bfcb16b1236"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::smileSection" ref="a0b427df5b16da607d7e50bfcb16b1236" args="(const Period &optionTenor, const Period &swapTenor, bool extr=false) 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_swaption_volatility_structure.html#a0b427df5b16da607d7e50bfcb16b1236">smileSection</a> (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, bool extr=false) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the smile for a given option tenor and swap tenor <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5562148e5f55d62fe6ae78d4c9b5aab6"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::smileSection" ref="a5562148e5f55d62fe6ae78d4c9b5aab6" args="(const Date &optionDate, const Period &swapTenor, bool extr=false) 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_swaption_volatility_structure.html#a5562148e5f55d62fe6ae78d4c9b5aab6">smileSection</a> (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, bool extr=false) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the smile for a given option date and swap tenor <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afafd5aec2b3b9a2fc8ca66a090aafc61"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::smileSection" ref="afafd5aec2b3b9a2fc8ca66a090aafc61" args="(Time optionTime, const Period &swapTenor, bool extr=false) 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_swaption_volatility_structure.html#afafd5aec2b3b9a2fc8ca66a090aafc61">smileSection</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> optionTime, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &swapTenor, bool extr=false) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the smile for a given option time and swap tenor <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a332310ec815095e0dfb4025746ca580b"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::smileSection" ref="a332310ec815095e0dfb4025746ca580b" args="(const Period &optionTenor, Time swapLength, bool extr=false) 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_swaption_volatility_structure.html#a332310ec815095e0dfb4025746ca580b">smileSection</a> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &optionTenor, <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>, bool extr=false) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the smile for a given option tenor and swap length <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa589646106d7d71a88a5cbab03ca2928"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::smileSection" ref="aa589646106d7d71a88a5cbab03ca2928" args="(const Date &optionDate, Time swapLength, bool extr=false) 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_swaption_volatility_structure.html#aa589646106d7d71a88a5cbab03ca2928">smileSection</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &optionDate, <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>, bool extr=false) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the smile for a given option date and swap length <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a20bcf094b437c62622b41cb54bcdaa7b"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::smileSection" ref="a20bcf094b437c62622b41cb54bcdaa7b" args="(Time optionTime, Time swapLength, bool extr=false) 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_swaption_volatility_structure.html#a20bcf094b437c62622b41cb54bcdaa7b">smileSection</a> (<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>, bool extr=false) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the smile for a given option time and swap length <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="a95eb3bcb1f89026d83f78dd535d803a0"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::maxSwapTenor" ref="a95eb3bcb1f89026d83f78dd535d803a0" args="() const =0" -->
virtual 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_structure.html#a95eb3bcb1f89026d83f78dd535d803a0">maxSwapTenor</a> () const =0</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 class="memItemLeft" align="right" valign="top"><a class="anchor" id="a38b52da2964337ebb4d219b5dc5c2a3f"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::maxSwapLength" ref="a38b52da2964337ebb4d219b5dc5c2a3f" 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_structure.html#a38b52da2964337ebb4d219b5dc5c2a3f">maxSwapLength</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the largest swapLength 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="a1939d1d48a4d22c29de0e6cbbe14ddc8"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::smileSectionImpl" ref="a1939d1d48a4d22c29de0e6cbbe14ddc8" args="(const Date &optionDate, const Period &swapTenor) const " -->
virtual boost::shared_ptr<br class="typebreak"/>
< <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> &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="ada274395a1ed407f27941a47104f0829"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::smileSectionImpl" ref="ada274395a1ed407f27941a47104f0829" args="(Time optionTime, Time swapLength) const =0" -->
virtual boost::shared_ptr<br class="typebreak"/>
< <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> 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>) const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad7c337ad2742139f606cdf738f4405b5"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::volatilityImpl" ref="ad7c337ad2742139f606cdf738f4405b5" args="(const Date &optionDate, const Period &swapTenor, Rate strike) const " -->
virtual <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 class="memItemLeft" align="right" valign="top"><a class="anchor" id="a657711758bbba79a2c406d318957bb27"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::volatilityImpl" ref="a657711758bbba79a2c406d318957bb27" args="(Time optionTime, Time swapLength, Rate strike) const =0" -->
virtual <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 =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="acbcab74ca3bb09fa46e1ed463a787a41"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::checkSwapTenor" ref="acbcab74ca3bb09fa46e1ed463a787a41" args="(const Period &swapTenor, bool extrapolate) const " -->
void </td><td class="memItemRight" valign="bottom"><b>checkSwapTenor</b> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &swapTenor, bool extrapolate) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="acb3237076958be8a134be392eeae5ded"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::checkSwapTenor" ref="acb3237076958be8a134be392eeae5ded" args="(Time swapLength, bool extrapolate) const " -->
void </td><td class="memItemRight" valign="bottom"><b>checkSwapTenor</b> (<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>, bool extrapolate) const </td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Swaption-volatility structure </p>
<p>This abstract class defines the interface of concrete swaption volatility structures which will be derived from this one. </p>
</div><hr/><h2>Constructor & Destructor Documentation</h2>
<a class="anchor" id="ac6fd129ebf717507b17923db697987d5"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::SwaptionVolatilityStructure" ref="ac6fd129ebf717507b17923db697987d5" args="(const Calendar &calendar, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())" -->
<div class="memitem">
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<td class="memname"><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a> </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>calendar</em>, </td>
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<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>, </td>
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<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>
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<td></td>
<td>)</td>
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<div class="memdoc">
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000129">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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<a class="anchor" id="a4ae32fc9ee5910b3da98ce36c581a121"></a><!-- doxytag: member="QuantLib::SwaptionVolatilityStructure::SwaptionVolatilityStructure" ref="a4ae32fc9ee5910b3da98ce36c581a121" args="(BusinessDayConvention bdc, const DayCounter &dc=DayCounter())" -->
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<td class="memname"><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a> </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td>
<td class="paramname"><em>bdc</em>, </td>
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<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>
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<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#_caveats000130">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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