1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
|
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
<meta http-equiv="X-UA-Compatible" content="IE=9"/>
<meta name="generator" content="Doxygen 1.8.20"/>
<meta name="viewport" content="width=device-width, initial-scale=1"/>
<title>QuantLib: BlackConstantVol Class Reference</title>
<link href='https://fonts.googleapis.com/css?family=Merriweather+Sans:800' rel='stylesheet' type='text/css'>
<link href="tabs.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="jquery.js"></script>
<script type="text/javascript" src="dynsections.js"></script>
<link href="search/search.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="search/searchdata.js"></script>
<script type="text/javascript" src="search/search.js"></script>
<script type="text/x-mathjax-config">
MathJax.Hub.Config({
extensions: ["tex2jax.js"],
jax: ["input/TeX","output/HTML-CSS"],
});
</script>
<script type="text/javascript" async="async" src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.5/MathJax.js"></script>
<link href="doxygen.css" rel="stylesheet" type="text/css" />
<link href="quantlibextra.css" rel="stylesheet" type="text/css"/>
</head>
<body>
<div id="top"><!-- do not remove this div, it is closed by doxygen! -->
<div id="titlearea">
<table cellspacing="0" cellpadding="0">
<tbody>
<tr style="height: 56px;">
<td id="projectalign" style="padding-left: 0.5em;">
<div id="projectname"><a href="http://quantlib.org">
<img alt="QuantLib" src="QL-title.jpg"></a>
<div id="projectbrief">A free/open-source library for quantitative finance</div>
<div id="projectnumber">Reference manual - version 1.20</div>
</div>
</td>
</tr>
</tbody>
</table>
</div>
<!-- end header part -->
<!-- Generated by Doxygen 1.8.20 -->
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&dn=gpl-2.0.txt GPL-v2 */
var searchBox = new SearchBox("searchBox", "search",false,'Search');
/* @license-end */
</script>
<script type="text/javascript" src="menudata.js"></script>
<script type="text/javascript" src="menu.js"></script>
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&dn=gpl-2.0.txt GPL-v2 */
$(function() {
initMenu('',true,false,'search.php','Search');
$(document).ready(function() { init_search(); });
});
/* @license-end */</script>
<div id="main-nav"></div>
<!-- window showing the filter options -->
<div id="MSearchSelectWindow"
onmouseover="return searchBox.OnSearchSelectShow()"
onmouseout="return searchBox.OnSearchSelectHide()"
onkeydown="return searchBox.OnSearchSelectKey(event)">
</div>
<!-- iframe showing the search results (closed by default) -->
<div id="MSearchResultsWindow">
<iframe src="javascript:void(0)" frameborder="0"
name="MSearchResults" id="MSearchResults">
</iframe>
</div>
<div id="nav-path" class="navpath">
<ul>
<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_black_constant_vol.html">BlackConstantVol</a></li> </ul>
</div>
</div><!-- top -->
<div class="header">
<div class="summary">
<a href="#pub-methods">Public Member Functions</a> |
<a href="class_quant_lib_1_1_black_constant_vol-members.html">List of all members</a> </div>
<div class="headertitle">
<div class="title">BlackConstantVol Class Reference</div> </div>
</div><!--header-->
<div class="contents">
<p>Constant Black volatility, no time-strike dependence.
<a href="class_quant_lib_1_1_black_constant_vol.html#details">More...</a></p>
<p><code>#include <ql/termstructures/volatility/equityfx/blackconstantvol.hpp></code></p>
<div id="dynsection-0" onclick="return toggleVisibility(this)" class="dynheader closed" style="cursor:pointer;">
<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for BlackConstantVol:</div>
<div id="dynsection-0-summary" class="dynsummary" style="display:block;">
</div>
<div id="dynsection-0-content" class="dyncontent" style="display:none;">
<div class="center"><img src="class_quant_lib_1_1_black_constant_vol__inherit__graph.png" border="0" usemap="#a_black_constant_vol_inherit__map" alt="Inheritance graph"/></div>
<map name="_black_constant_vol_inherit__map" id="a_black_constant_vol_inherit__map">
<area shape="rect" title="Constant Black volatility, no time-strike dependence." alt="" coords="35,155,162,181"/>
<area shape="rect" href="class_quant_lib_1_1_black_volatility_term_structure.html" title="Black-volatility term structure." alt="" coords="5,80,192,107"/>
<area shape="rect" href="class_quant_lib_1_1_black_vol_term_structure.html" title="Black-volatility term structure." alt="" coords="21,5,177,32"/>
</map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:a715f0ebaf60ac7805652ec9979aaa294"><td class="memItemLeft" align="right" valign="top"><a id="a715f0ebaf60ac7805652ec9979aaa294"></a>
 </td><td class="memItemRight" valign="bottom"><b>BlackConstantVol</b> (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#acd49fd0f9bfecc09e0d3461f16ec5d79">referenceDate</a>, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &, <a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> volatility, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#ad49654ea33055b03f8666910acc13880">dayCounter</a>)</td></tr>
<tr class="separator:a715f0ebaf60ac7805652ec9979aaa294"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a5d725a0fd8ce6a8ae22aa58e7c710ce6"><td class="memItemLeft" align="right" valign="top"><a id="a5d725a0fd8ce6a8ae22aa58e7c710ce6"></a>
 </td><td class="memItemRight" valign="bottom"><b>BlackConstantVol</b> (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#acd49fd0f9bfecc09e0d3461f16ec5d79">referenceDate</a>, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &, 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> > &volatility, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#ad49654ea33055b03f8666910acc13880">dayCounter</a>)</td></tr>
<tr class="separator:a5d725a0fd8ce6a8ae22aa58e7c710ce6"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa08901216a5ae122b7c4dbb7f0f8e6f8"><td class="memItemLeft" align="right" valign="top"><a id="aa08901216a5ae122b7c4dbb7f0f8e6f8"></a>
 </td><td class="memItemRight" valign="bottom"><b>BlackConstantVol</b> (<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> <a class="el" href="class_quant_lib_1_1_term_structure.html#a32e050c75a34ceee6f0633bdb799a080">settlementDays</a>, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &, <a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> volatility, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#ad49654ea33055b03f8666910acc13880">dayCounter</a>)</td></tr>
<tr class="separator:aa08901216a5ae122b7c4dbb7f0f8e6f8"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a9a7f45ffe44748a03353b5853b8b32f9"><td class="memItemLeft" align="right" valign="top"><a id="a9a7f45ffe44748a03353b5853b8b32f9"></a>
 </td><td class="memItemRight" valign="bottom"><b>BlackConstantVol</b> (<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> <a class="el" href="class_quant_lib_1_1_term_structure.html#a32e050c75a34ceee6f0633bdb799a080">settlementDays</a>, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &, 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> > &volatility, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#ad49654ea33055b03f8666910acc13880">dayCounter</a>)</td></tr>
<tr class="separator:a9a7f45ffe44748a03353b5853b8b32f9"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">TermStructure interface</div></td></tr>
<tr class="memitem:a6fa1d746e67f372c6e09e4ec9ad8973b"><td class="memItemLeft" align="right" valign="top"><a id="a6fa1d746e67f372c6e09e4ec9ad8973b"></a>
<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_black_constant_vol.html#a6fa1d746e67f372c6e09e4ec9ad8973b">maxDate</a> () const</td></tr>
<tr class="memdesc:a6fa1d746e67f372c6e09e4ec9ad8973b"><td class="mdescLeft"> </td><td class="mdescRight">the latest date for which the curve can return values <br /></td></tr>
<tr class="separator:a6fa1d746e67f372c6e09e4ec9ad8973b"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">VolatilityTermStructure interface</div></td></tr>
<tr class="memitem:a08611adcd4c1461233257e6ff17c582a"><td class="memItemLeft" align="right" valign="top"><a id="a08611adcd4c1461233257e6ff17c582a"></a>
<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_black_constant_vol.html#a08611adcd4c1461233257e6ff17c582a">minStrike</a> () const</td></tr>
<tr class="memdesc:a08611adcd4c1461233257e6ff17c582a"><td class="mdescLeft"> </td><td class="mdescRight">the minimum strike for which the term structure can return vols <br /></td></tr>
<tr class="separator:a08611adcd4c1461233257e6ff17c582a"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a4e78ef8a9ed6ba66165705dc96b8d5bf"><td class="memItemLeft" align="right" valign="top"><a id="a4e78ef8a9ed6ba66165705dc96b8d5bf"></a>
<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_black_constant_vol.html#a4e78ef8a9ed6ba66165705dc96b8d5bf">maxStrike</a> () const</td></tr>
<tr class="memdesc:a4e78ef8a9ed6ba66165705dc96b8d5bf"><td class="mdescLeft"> </td><td class="mdescRight">the maximum strike for which the term structure can return vols <br /></td></tr>
<tr class="separator:a4e78ef8a9ed6ba66165705dc96b8d5bf"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_black_volatility_term_structure"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_black_volatility_term_structure')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_black_volatility_term_structure.html">BlackVolatilityTermStructure</a></td></tr>
<tr class="memitem:a1ee866739267db6a169a63971c8edd9a inherit pub_methods_class_quant_lib_1_1_black_volatility_term_structure"><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_volatility_term_structure.html#a1ee866739267db6a169a63971c8edd9a">BlackVolatilityTermStructure</a> (<a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bdc=<a class="el" href="group__datetime.html#ggaff46c5ae9385d20709bedade86edd368ab6a37af780aa2b97f8bbdc4d149dae18">Following</a>, 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 class="memdesc:a1ee866739267db6a169a63971c8edd9a inherit pub_methods_class_quant_lib_1_1_black_volatility_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">default constructor <a href="class_quant_lib_1_1_black_volatility_term_structure.html#a1ee866739267db6a169a63971c8edd9a">More...</a><br /></td></tr>
<tr class="separator:a1ee866739267db6a169a63971c8edd9a inherit pub_methods_class_quant_lib_1_1_black_volatility_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a66abdee64cb9e46b819f99acff854edc inherit pub_methods_class_quant_lib_1_1_black_volatility_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a66abdee64cb9e46b819f99acff854edc"></a>
 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_volatility_term_structure.html#a66abdee64cb9e46b819f99acff854edc">BlackVolatilityTermStructure</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#acd49fd0f9bfecc09e0d3461f16ec5d79">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=<a class="el" href="group__datetime.html#ggaff46c5ae9385d20709bedade86edd368ab6a37af780aa2b97f8bbdc4d149dae18">Following</a>, 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 class="memdesc:a66abdee64cb9e46b819f99acff854edc inherit pub_methods_class_quant_lib_1_1_black_volatility_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">initialize with a fixed reference date <br /></td></tr>
<tr class="separator:a66abdee64cb9e46b819f99acff854edc inherit pub_methods_class_quant_lib_1_1_black_volatility_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a323a8efbb2829ff57eca2166cf0f6946 inherit pub_methods_class_quant_lib_1_1_black_volatility_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a323a8efbb2829ff57eca2166cf0f6946"></a>
 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_volatility_term_structure.html#a323a8efbb2829ff57eca2166cf0f6946">BlackVolatilityTermStructure</a> (<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> <a class="el" href="class_quant_lib_1_1_term_structure.html#a32e050c75a34ceee6f0633bdb799a080">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__datetime.html#ggaff46c5ae9385d20709bedade86edd368ab6a37af780aa2b97f8bbdc4d149dae18">Following</a>, 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 class="memdesc:a323a8efbb2829ff57eca2166cf0f6946 inherit pub_methods_class_quant_lib_1_1_black_volatility_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">calculate the reference date based on the global evaluation date <br /></td></tr>
<tr class="separator:a323a8efbb2829ff57eca2166cf0f6946 inherit pub_methods_class_quant_lib_1_1_black_volatility_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_black_vol_term_structure')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html">BlackVolTermStructure</a></td></tr>
<tr class="memitem:a42ae80b78fc243101c7134e47ade1e71 inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html#a42ae80b78fc243101c7134e47ade1e71">BlackVolTermStructure</a> (<a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bdc=<a class="el" href="group__datetime.html#ggaff46c5ae9385d20709bedade86edd368ab6a37af780aa2b97f8bbdc4d149dae18">Following</a>, 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 class="memdesc:a42ae80b78fc243101c7134e47ade1e71 inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">default constructor <a href="class_quant_lib_1_1_black_vol_term_structure.html#a42ae80b78fc243101c7134e47ade1e71">More...</a><br /></td></tr>
<tr class="separator:a42ae80b78fc243101c7134e47ade1e71 inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a7cd5abc402b09875a5794f1700078439 inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a7cd5abc402b09875a5794f1700078439"></a>
 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html#a7cd5abc402b09875a5794f1700078439">BlackVolTermStructure</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#acd49fd0f9bfecc09e0d3461f16ec5d79">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=<a class="el" href="group__datetime.html#ggaff46c5ae9385d20709bedade86edd368ab6a37af780aa2b97f8bbdc4d149dae18">Following</a>, 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 class="memdesc:a7cd5abc402b09875a5794f1700078439 inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">initialize with a fixed reference date <br /></td></tr>
<tr class="separator:a7cd5abc402b09875a5794f1700078439 inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a07c0701fcca0c32e1aa3b7d3519a3025 inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a07c0701fcca0c32e1aa3b7d3519a3025"></a>
 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html#a07c0701fcca0c32e1aa3b7d3519a3025">BlackVolTermStructure</a> (<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> <a class="el" href="class_quant_lib_1_1_term_structure.html#a32e050c75a34ceee6f0633bdb799a080">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=<a class="el" href="group__datetime.html#ggaff46c5ae9385d20709bedade86edd368ab6a37af780aa2b97f8bbdc4d149dae18">Following</a>, 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 class="memdesc:a07c0701fcca0c32e1aa3b7d3519a3025 inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">calculate the reference date based on the global evaluation date <br /></td></tr>
<tr class="separator:a07c0701fcca0c32e1aa3b7d3519a3025 inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a4ae9127d377a588eef334703cf63c510 inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a4ae9127d377a588eef334703cf63c510"></a>
virtual </td><td class="memItemRight" valign="bottom"><b>~BlackVolTermStructure</b> ()</td></tr>
<tr class="separator:a4ae9127d377a588eef334703cf63c510 inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a6f1e89139f32206b7ee02285c502eecb inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a6f1e89139f32206b7ee02285c502eecb"></a>
<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_black_vol_term_structure.html#a6f1e89139f32206b7ee02285c502eecb">blackVol</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &maturity, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, bool extrapolate=false) const</td></tr>
<tr class="memdesc:a6f1e89139f32206b7ee02285c502eecb inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">spot volatility <br /></td></tr>
<tr class="separator:a6f1e89139f32206b7ee02285c502eecb inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ab17686a14cf6f8b16cbb766c228c5b8c inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="ab17686a14cf6f8b16cbb766c228c5b8c"></a>
<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_black_vol_term_structure.html#ab17686a14cf6f8b16cbb766c228c5b8c">blackVol</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> maturity, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, bool extrapolate=false) const</td></tr>
<tr class="memdesc:ab17686a14cf6f8b16cbb766c228c5b8c inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">spot volatility <br /></td></tr>
<tr class="separator:ab17686a14cf6f8b16cbb766c228c5b8c inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:afe9c3f1fcc0e6d230f0abd06d0fb3a01 inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="afe9c3f1fcc0e6d230f0abd06d0fb3a01"></a>
<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_black_vol_term_structure.html#afe9c3f1fcc0e6d230f0abd06d0fb3a01">blackVariance</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &maturity, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, bool extrapolate=false) const</td></tr>
<tr class="memdesc:afe9c3f1fcc0e6d230f0abd06d0fb3a01 inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">spot variance <br /></td></tr>
<tr class="separator:afe9c3f1fcc0e6d230f0abd06d0fb3a01 inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:adad112db414bfa8447d7f3bf16683083 inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="adad112db414bfa8447d7f3bf16683083"></a>
<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_black_vol_term_structure.html#adad112db414bfa8447d7f3bf16683083">blackVariance</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> maturity, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, bool extrapolate=false) const</td></tr>
<tr class="memdesc:adad112db414bfa8447d7f3bf16683083 inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">spot variance <br /></td></tr>
<tr class="separator:adad112db414bfa8447d7f3bf16683083 inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad881e1222514c59ca83e26641ed1e1a6 inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="ad881e1222514c59ca83e26641ed1e1a6"></a>
<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_black_vol_term_structure.html#ad881e1222514c59ca83e26641ed1e1a6">blackForwardVol</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &date1, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &date2, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, bool extrapolate=false) const</td></tr>
<tr class="memdesc:ad881e1222514c59ca83e26641ed1e1a6 inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">forward (at-the-money) volatility <br /></td></tr>
<tr class="separator:ad881e1222514c59ca83e26641ed1e1a6 inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a5bc06db745aa058c7b82d8ff687b54ca inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a5bc06db745aa058c7b82d8ff687b54ca"></a>
<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_black_vol_term_structure.html#a5bc06db745aa058c7b82d8ff687b54ca">blackForwardVol</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> time1, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> time2, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, bool extrapolate=false) const</td></tr>
<tr class="memdesc:a5bc06db745aa058c7b82d8ff687b54ca inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">forward (at-the-money) volatility <br /></td></tr>
<tr class="separator:a5bc06db745aa058c7b82d8ff687b54ca inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a990274e8a209620051a0e8428d527edb inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a990274e8a209620051a0e8428d527edb"></a>
<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_black_vol_term_structure.html#a990274e8a209620051a0e8428d527edb">blackForwardVariance</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &date1, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &date2, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, bool extrapolate=false) const</td></tr>
<tr class="memdesc:a990274e8a209620051a0e8428d527edb inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">forward (at-the-money) variance <br /></td></tr>
<tr class="separator:a990274e8a209620051a0e8428d527edb inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aed010ad1e1c084bd02064c8a3968c221 inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="aed010ad1e1c084bd02064c8a3968c221"></a>
<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_black_vol_term_structure.html#aed010ad1e1c084bd02064c8a3968c221">blackForwardVariance</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> time1, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> time2, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, bool extrapolate=false) const</td></tr>
<tr class="memdesc:aed010ad1e1c084bd02064c8a3968c221 inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">forward (at-the-money) variance <br /></td></tr>
<tr class="separator:aed010ad1e1c084bd02064c8a3968c221 inherit pub_methods_class_quant_lib_1_1_black_vol_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_volatility_term_structure"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_volatility_term_structure')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_volatility_term_structure.html">VolatilityTermStructure</a></td></tr>
<tr class="memitem:a6dde14edb40ab23fb1ea553c516d56f3 inherit pub_methods_class_quant_lib_1_1_volatility_term_structure"><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_volatility_term_structure.html#a6dde14edb40ab23fb1ea553c516d56f3">VolatilityTermStructure</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 class="separator:a6dde14edb40ab23fb1ea553c516d56f3 inherit pub_methods_class_quant_lib_1_1_volatility_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a313b93ad25131868d6ecba5dd642741d inherit pub_methods_class_quant_lib_1_1_volatility_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a313b93ad25131868d6ecba5dd642741d"></a>
 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_volatility_term_structure.html#a313b93ad25131868d6ecba5dd642741d">VolatilityTermStructure</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#acd49fd0f9bfecc09e0d3461f16ec5d79">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_day_counter.html">DayCounter</a> &dc=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>())</td></tr>
<tr class="memdesc:a313b93ad25131868d6ecba5dd642741d inherit pub_methods_class_quant_lib_1_1_volatility_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">initialize with a fixed reference date <br /></td></tr>
<tr class="separator:a313b93ad25131868d6ecba5dd642741d inherit pub_methods_class_quant_lib_1_1_volatility_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a82bd61e80d4c1bf9e22b55917fe18cd6 inherit pub_methods_class_quant_lib_1_1_volatility_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a82bd61e80d4c1bf9e22b55917fe18cd6"></a>
 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_volatility_term_structure.html#a82bd61e80d4c1bf9e22b55917fe18cd6">VolatilityTermStructure</a> (<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> <a class="el" href="class_quant_lib_1_1_term_structure.html#a32e050c75a34ceee6f0633bdb799a080">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_day_counter.html">DayCounter</a> &dc=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>())</td></tr>
<tr class="memdesc:a82bd61e80d4c1bf9e22b55917fe18cd6 inherit pub_methods_class_quant_lib_1_1_volatility_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">calculate the reference date based on the global evaluation date <br /></td></tr>
<tr class="separator:a82bd61e80d4c1bf9e22b55917fe18cd6 inherit pub_methods_class_quant_lib_1_1_volatility_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:adb162cdfeed00aeb62b8cac19f5d0948 inherit pub_methods_class_quant_lib_1_1_volatility_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="adb162cdfeed00aeb62b8cac19f5d0948"></a>
virtual <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_volatility_term_structure.html#adb162cdfeed00aeb62b8cac19f5d0948">businessDayConvention</a> () const</td></tr>
<tr class="memdesc:adb162cdfeed00aeb62b8cac19f5d0948 inherit pub_methods_class_quant_lib_1_1_volatility_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">the business day convention used in tenor to date conversion <br /></td></tr>
<tr class="separator:adb162cdfeed00aeb62b8cac19f5d0948 inherit pub_methods_class_quant_lib_1_1_volatility_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:af3be26fd18355b452218cf51e28ba5fd inherit pub_methods_class_quant_lib_1_1_volatility_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="af3be26fd18355b452218cf51e28ba5fd"></a>
<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_volatility_term_structure.html#af3be26fd18355b452218cf51e28ba5fd">optionDateFromTenor</a> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &) const</td></tr>
<tr class="memdesc:af3be26fd18355b452218cf51e28ba5fd inherit pub_methods_class_quant_lib_1_1_volatility_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">period/date conversion <br /></td></tr>
<tr class="separator:af3be26fd18355b452218cf51e28ba5fd inherit pub_methods_class_quant_lib_1_1_volatility_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_term_structure"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_term_structure')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td></tr>
<tr class="memitem:a4a8e0f324391a12454f11f5f5d5e66e8 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#a4a8e0f324391a12454f11f5f5d5e66e8">TermStructure</a> (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 class="memdesc:a4a8e0f324391a12454f11f5f5d5e66e8 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">default constructor <a href="class_quant_lib_1_1_term_structure.html#a4a8e0f324391a12454f11f5f5d5e66e8">More...</a><br /></td></tr>
<tr class="separator:a4a8e0f324391a12454f11f5f5d5e66e8 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a44918f70ab345cad67a287d46641f20f inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a44918f70ab345cad67a287d46641f20f"></a>
 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#a44918f70ab345cad67a287d46641f20f">TermStructure</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#acd49fd0f9bfecc09e0d3461f16ec5d79">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#a38e235178eb0a7749c37a16d71f4762f">calendar</a>=<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a>(), 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 class="memdesc:a44918f70ab345cad67a287d46641f20f inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">initialize with a fixed reference date <br /></td></tr>
<tr class="separator:a44918f70ab345cad67a287d46641f20f inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ab72309c6d49bd4b6dc5b9ed09b67c7b9 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="ab72309c6d49bd4b6dc5b9ed09b67c7b9"></a>
 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#ab72309c6d49bd4b6dc5b9ed09b67c7b9">TermStructure</a> (<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> <a class="el" href="class_quant_lib_1_1_term_structure.html#a32e050c75a34ceee6f0633bdb799a080">settlementDays</a>, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &, 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 class="memdesc:ab72309c6d49bd4b6dc5b9ed09b67c7b9 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">calculate the reference date based on the global evaluation date <br /></td></tr>
<tr class="separator:ab72309c6d49bd4b6dc5b9ed09b67c7b9 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a7cd56b3d79445a9c5e72fbc0ddd4d201 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a7cd56b3d79445a9c5e72fbc0ddd4d201"></a>
virtual </td><td class="memItemRight" valign="bottom"><b>~TermStructure</b> ()</td></tr>
<tr class="separator:a7cd56b3d79445a9c5e72fbc0ddd4d201 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad49654ea33055b03f8666910acc13880 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="ad49654ea33055b03f8666910acc13880"></a>
virtual <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_term_structure.html#ad49654ea33055b03f8666910acc13880">dayCounter</a> () const</td></tr>
<tr class="memdesc:ad49654ea33055b03f8666910acc13880 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">the day counter used for date/time conversion <br /></td></tr>
<tr class="separator:ad49654ea33055b03f8666910acc13880 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa249f26327547294e5f920745cab10fd inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="aa249f26327547294e5f920745cab10fd"></a>
<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_term_structure.html#aa249f26327547294e5f920745cab10fd">timeFromReference</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &date) const</td></tr>
<tr class="memdesc:aa249f26327547294e5f920745cab10fd inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">date/time conversion <br /></td></tr>
<tr class="separator:aa249f26327547294e5f920745cab10fd inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a4950639c8f60a60050efe2772e1d6a2a inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a4950639c8f60a60050efe2772e1d6a2a"></a>
virtual <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_term_structure.html#a4950639c8f60a60050efe2772e1d6a2a">maxTime</a> () const</td></tr>
<tr class="memdesc:a4950639c8f60a60050efe2772e1d6a2a inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">the latest time for which the curve can return values <br /></td></tr>
<tr class="separator:a4950639c8f60a60050efe2772e1d6a2a inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:acd49fd0f9bfecc09e0d3461f16ec5d79 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="acd49fd0f9bfecc09e0d3461f16ec5d79"></a>
virtual 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_term_structure.html#acd49fd0f9bfecc09e0d3461f16ec5d79">referenceDate</a> () const</td></tr>
<tr class="memdesc:acd49fd0f9bfecc09e0d3461f16ec5d79 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">the date at which discount = 1.0 and/or variance = 0.0 <br /></td></tr>
<tr class="separator:acd49fd0f9bfecc09e0d3461f16ec5d79 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a38e235178eb0a7749c37a16d71f4762f inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a38e235178eb0a7749c37a16d71f4762f"></a>
virtual <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_term_structure.html#a38e235178eb0a7749c37a16d71f4762f">calendar</a> () const</td></tr>
<tr class="memdesc:a38e235178eb0a7749c37a16d71f4762f inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">the calendar used for reference and/or option date calculation <br /></td></tr>
<tr class="separator:a38e235178eb0a7749c37a16d71f4762f inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a32e050c75a34ceee6f0633bdb799a080 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a32e050c75a34ceee6f0633bdb799a080"></a>
virtual <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_term_structure.html#a32e050c75a34ceee6f0633bdb799a080">settlementDays</a> () const</td></tr>
<tr class="memdesc:a32e050c75a34ceee6f0633bdb799a080 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">the settlementDays used for reference date calculation <br /></td></tr>
<tr class="separator:a32e050c75a34ceee6f0633bdb799a080 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#ac5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
<tr class="separator:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="af6a9d3ca0b7f388f3b7ccb1eccf11f63"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observer</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
<tr class="separator:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a6810b3645967da11d5f5d4804d37bacc inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a6810b3645967da11d5f5d4804d37bacc"></a>
<a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> & </td><td class="memItemRight" valign="bottom"><b>operator=</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
<tr class="separator:a6810b3645967da11d5f5d4804d37bacc inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa6ade205ed506bf712da2704f80a73a0 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="aa6ade205ed506bf712da2704f80a73a0"></a>
std::pair< iterator, bool > </td><td class="memItemRight" valign="bottom"><b>registerWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
<tr class="separator:aa6ade205ed506bf712da2704f80a73a0 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a51d57eb97a3a57312a47bda29235f182 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a51d57eb97a3a57312a47bda29235f182">registerWithObservables</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> > &)</td></tr>
<tr class="separator:a51d57eb97a3a57312a47bda29235f182 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a4ce7359ad0f73a54dba555be24855804 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a4ce7359ad0f73a54dba555be24855804"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>unregisterWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
<tr class="separator:a4ce7359ad0f73a54dba555be24855804 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a0c19cb502f3b720b99b176ea6cc7e319 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a0c19cb502f3b720b99b176ea6cc7e319"></a>
void </td><td class="memItemRight" valign="bottom"><b>unregisterWithAll</b> ()</td></tr>
<tr class="separator:a0c19cb502f3b720b99b176ea6cc7e319 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a3d53f9669c128dadc74a5d044a7c8e68 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a3d53f9669c128dadc74a5d044a7c8e68">deepUpdate</a> ()</td></tr>
<tr class="separator:a3d53f9669c128dadc74a5d044a7c8e68 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_observable"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observable')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td></tr>
<tr class="memitem:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a id="a840dd96e33a304cbf681d357de7f48d0"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observable</b> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
<tr class="separator:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">operator=</a> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
<tr class="separator:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a> ()</td></tr>
<tr class="separator:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_extrapolator"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_extrapolator')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_extrapolator.html">Extrapolator</a></td></tr>
<tr class="memitem:ae60e793a77f44a9c022b103458fa993c inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="memItemLeft" align="right" valign="top"><a id="ae60e793a77f44a9c022b103458fa993c"></a>
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extrapolator.html#ae60e793a77f44a9c022b103458fa993c">enableExtrapolation</a> (bool b=true)</td></tr>
<tr class="memdesc:ae60e793a77f44a9c022b103458fa993c inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="mdescLeft"> </td><td class="mdescRight">enable extrapolation in subsequent calls <br /></td></tr>
<tr class="separator:ae60e793a77f44a9c022b103458fa993c inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:abab5047522a68771f2b1d51d1ac78383 inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="memItemLeft" align="right" valign="top"><a id="abab5047522a68771f2b1d51d1ac78383"></a>
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extrapolator.html#abab5047522a68771f2b1d51d1ac78383">disableExtrapolation</a> (bool b=true)</td></tr>
<tr class="memdesc:abab5047522a68771f2b1d51d1ac78383 inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="mdescLeft"> </td><td class="mdescRight">disable extrapolation in subsequent calls <br /></td></tr>
<tr class="separator:abab5047522a68771f2b1d51d1ac78383 inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a323f875818fddd62a1c56c25ddaee418 inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="memItemLeft" align="right" valign="top"><a id="a323f875818fddd62a1c56c25ddaee418"></a>
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extrapolator.html#a323f875818fddd62a1c56c25ddaee418">allowsExtrapolation</a> () const</td></tr>
<tr class="memdesc:a323f875818fddd62a1c56c25ddaee418 inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="mdescLeft"> </td><td class="mdescRight">tells whether extrapolation is enabled <br /></td></tr>
<tr class="separator:a323f875818fddd62a1c56c25ddaee418 inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="member-group"></a>
Visitability</h2></td></tr>
<tr class="memitem:a1d7eaf2f5dccce1c7781b54d64ba4a07"><td class="memItemLeft" align="right" valign="top"><a id="a1d7eaf2f5dccce1c7781b54d64ba4a07"></a>
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 class="separator:a1d7eaf2f5dccce1c7781b54d64ba4a07"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a66f9d28e140eb05d7824508e8ae8b53c"><td class="memItemLeft" align="right" valign="top"><a id="a66f9d28e140eb05d7824508e8ae8b53c"></a>
virtual <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_black_constant_vol.html#a66f9d28e140eb05d7824508e8ae8b53c">blackVolImpl</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>) const</td></tr>
<tr class="memdesc:a66f9d28e140eb05d7824508e8ae8b53c"><td class="mdescLeft"> </td><td class="mdescRight">Black volatility calculation. <br /></td></tr>
<tr class="separator:a66f9d28e140eb05d7824508e8ae8b53c"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="inherited"></a>
Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pub_types_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_types_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Types inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:a78de5f2b6bce96d718e3c18b9f52d67c inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a78de5f2b6bce96d718e3c18b9f52d67c"></a>
typedef boost::unordered_set< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > > </td><td class="memItemRight" valign="bottom"><b>set_type</b></td></tr>
<tr class="separator:a78de5f2b6bce96d718e3c18b9f52d67c inherit pub_types_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ae98429250f6997df7b87f4b37454609e inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="ae98429250f6997df7b87f4b37454609e"></a>
typedef set_type::iterator </td><td class="memItemRight" valign="bottom"><b>iterator</b></td></tr>
<tr class="separator:ae98429250f6997df7b87f4b37454609e inherit pub_types_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_methods_class_quant_lib_1_1_black_volatility_term_structure"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_black_volatility_term_structure')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_black_volatility_term_structure.html">BlackVolatilityTermStructure</a></td></tr>
<tr class="memitem:aa94e0c7992b87561649e53b706066702 inherit pro_methods_class_quant_lib_1_1_black_volatility_term_structure"><td class="memItemLeft" align="right" valign="top"><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_black_volatility_term_structure.html#aa94e0c7992b87561649e53b706066702">blackVarianceImpl</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> maturity, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike) const</td></tr>
<tr class="separator:aa94e0c7992b87561649e53b706066702 inherit pro_methods_class_quant_lib_1_1_black_volatility_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">Calculations</div></td></tr>
<tr><td colspan="2"><div class="groupText"><p>These methods must be implemented in derived classes to perform the actual volatility calculations. When they are called, range check has already been performed; therefore, they must assume that extrapolation is required. </p>
</div></td></tr>
<tr class="inherit_header pro_methods_class_quant_lib_1_1_volatility_term_structure"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_volatility_term_structure')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_volatility_term_structure.html">VolatilityTermStructure</a></td></tr>
<tr class="memitem:aac9780b2660b2ea2d619592ece52b2fa inherit pro_methods_class_quant_lib_1_1_volatility_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="aac9780b2660b2ea2d619592ece52b2fa"></a>
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_volatility_term_structure.html#aac9780b2660b2ea2d619592ece52b2fa">checkStrike</a> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike, bool extrapolate) const</td></tr>
<tr class="memdesc:aac9780b2660b2ea2d619592ece52b2fa inherit pro_methods_class_quant_lib_1_1_volatility_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">strike-range check <br /></td></tr>
<tr class="separator:aac9780b2660b2ea2d619592ece52b2fa inherit pro_methods_class_quant_lib_1_1_volatility_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_methods_class_quant_lib_1_1_term_structure"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_term_structure')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td></tr>
<tr class="memitem:abbff679b6600c49cafed098870f94376 inherit pro_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="abbff679b6600c49cafed098870f94376"></a>
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#abbff679b6600c49cafed098870f94376">checkRange</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d, bool extrapolate) const</td></tr>
<tr class="memdesc:abbff679b6600c49cafed098870f94376 inherit pro_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">date-range check <br /></td></tr>
<tr class="separator:abbff679b6600c49cafed098870f94376 inherit pro_methods_class_quant_lib_1_1_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac13f8e2d29e10f3fb6838bfb59759299 inherit pro_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="ac13f8e2d29e10f3fb6838bfb59759299"></a>
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#ac13f8e2d29e10f3fb6838bfb59759299">checkRange</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t, bool extrapolate) const</td></tr>
<tr class="memdesc:ac13f8e2d29e10f3fb6838bfb59759299 inherit pro_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">time-range check <br /></td></tr>
<tr class="separator:ac13f8e2d29e10f3fb6838bfb59759299 inherit pro_methods_class_quant_lib_1_1_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_attribs_class_quant_lib_1_1_term_structure"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_term_structure')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td></tr>
<tr class="memitem:a3cfce9cb19de6f0604adee64b6d80a35 inherit pro_attribs_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a3cfce9cb19de6f0604adee64b6d80a35"></a>
bool </td><td class="memItemRight" valign="bottom"><b>moving_</b></td></tr>
<tr class="separator:a3cfce9cb19de6f0604adee64b6d80a35 inherit pro_attribs_class_quant_lib_1_1_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a56cd8ee45c3477740e0429f98758c935 inherit pro_attribs_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a56cd8ee45c3477740e0429f98758c935"></a>
bool </td><td class="memItemRight" valign="bottom"><b>updated_</b></td></tr>
<tr class="separator:a56cd8ee45c3477740e0429f98758c935 inherit pro_attribs_class_quant_lib_1_1_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a021eab7f1f44c1c71b8dfd29b9c4864b inherit pro_attribs_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a021eab7f1f44c1c71b8dfd29b9c4864b"></a>
<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> </td><td class="memItemRight" valign="bottom"><b>calendar_</b></td></tr>
<tr class="separator:a021eab7f1f44c1c71b8dfd29b9c4864b inherit pro_attribs_class_quant_lib_1_1_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Constant Black volatility, no time-strike dependence. </p>
<p>This class implements the <a class="el" href="class_quant_lib_1_1_black_volatility_term_structure.html" title="Black-volatility term structure.">BlackVolatilityTermStructure</a> interface for a constant Black volatility (no time/strike dependence). </p>
<dl class="section examples"><dt>Examples</dt><dd><a class="el" href="_convertible_bonds_8cpp-example.html#_a32">ConvertibleBonds.cpp</a>, <a class="el" href="_discrete_hedging_8cpp-example.html#_a22">DiscreteHedging.cpp</a>, <a class="el" href="_equity_option_8cpp-example.html#_a20">EquityOption.cpp</a>, and <a class="el" href="_replication_8cpp-example.html#_a11">Replication.cpp</a>.</dd>
</dl>
</div></div><!-- contents -->
<!-- HTML footer for doxygen 1.8.9.1-->
<!-- start footer part -->
<hr class="footer"/><address class="footer"><small>
Generated by <a href="http://www.doxygen.org/index.html">Doxygen</a>
1.8.20
</small></address>
</body>
</html>
|
