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<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_constant_swaption_volatility.html">ConstantSwaptionVolatility</a></li> </ul>
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<p>Constant swaption volatility, no time-strike dependence.
<a href="class_quant_lib_1_1_constant_swaption_volatility.html#details">More...</a></p>
<p><code>#include <ql/termstructures/volatility/swaption/swaptionconstantvol.hpp></code></p>
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<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:a0b7b643a8d626ddc9febfe7cc33aa701"><td class="memItemLeft" align="right" valign="top"><a id="a0b7b643a8d626ddc9febfe7cc33aa701"></a>
 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_swaption_volatility.html#a0b7b643a8d626ddc9febfe7cc33aa701">ConstantSwaptionVolatility</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_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &<a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#a82aa634bec702b990f6f855e0d4ec898">volatility</a>, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc, VolatilityType type=ShiftedLognormal, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#a6809b9d78ed356367268a3f9773261e0">shift</a>=0.0)</td></tr>
<tr class="memdesc:a0b7b643a8d626ddc9febfe7cc33aa701"><td class="mdescLeft"> </td><td class="mdescRight">floating reference date, floating market data <br /></td></tr>
<tr class="separator:a0b7b643a8d626ddc9febfe7cc33aa701"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a2ea10e45a729c929c12ed8de3f388f12"><td class="memItemLeft" align="right" valign="top"><a id="a2ea10e45a729c929c12ed8de3f388f12"></a>
 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_swaption_volatility.html#a2ea10e45a729c929c12ed8de3f388f12">ConstantSwaptionVolatility</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#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_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &<a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#a82aa634bec702b990f6f855e0d4ec898">volatility</a>, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc, VolatilityType type=ShiftedLognormal, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#a6809b9d78ed356367268a3f9773261e0">shift</a>=0.0)</td></tr>
<tr class="memdesc:a2ea10e45a729c929c12ed8de3f388f12"><td class="mdescLeft"> </td><td class="mdescRight">fixed reference date, floating market data <br /></td></tr>
<tr class="separator:a2ea10e45a729c929c12ed8de3f388f12"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a7fd6acaf4e79e961d8c7219338fb34b4"><td class="memItemLeft" align="right" valign="top"><a id="a7fd6acaf4e79e961d8c7219338fb34b4"></a>
 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_swaption_volatility.html#a7fd6acaf4e79e961d8c7219338fb34b4">ConstantSwaptionVolatility</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__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#a82aa634bec702b990f6f855e0d4ec898">volatility</a>, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc, VolatilityType type=ShiftedLognormal, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#a6809b9d78ed356367268a3f9773261e0">shift</a>=0.0)</td></tr>
<tr class="memdesc:a7fd6acaf4e79e961d8c7219338fb34b4"><td class="mdescLeft"> </td><td class="mdescRight">floating reference date, fixed market data <br /></td></tr>
<tr class="separator:a7fd6acaf4e79e961d8c7219338fb34b4"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a2d6ad56b64ecef88ca1b0146c2fce72c"><td class="memItemLeft" align="right" valign="top"><a id="a2d6ad56b64ecef88ca1b0146c2fce72c"></a>
 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_swaption_volatility.html#a2d6ad56b64ecef88ca1b0146c2fce72c">ConstantSwaptionVolatility</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#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, <a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#a82aa634bec702b990f6f855e0d4ec898">volatility</a>, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc, VolatilityType type=ShiftedLognormal, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#a6809b9d78ed356367268a3f9773261e0">shift</a>=0.0)</td></tr>
<tr class="memdesc:a2d6ad56b64ecef88ca1b0146c2fce72c"><td class="mdescLeft"> </td><td class="mdescRight">fixed reference date, fixed market data <br /></td></tr>
<tr class="separator:a2d6ad56b64ecef88ca1b0146c2fce72c"><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_constant_swaption_volatility.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_constant_swaption_volatility.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_constant_swaption_volatility.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_swaption_volatility_structure"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_swaption_volatility_structure')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a></td></tr>
<tr class="memitem:a4ae32fc9ee5910b3da98ce36c581a121 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><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 class="separator:a4ae32fc9ee5910b3da98ce36c581a121 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a93f2c97ee14dd4339867869e2ad3649f inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="a93f2c97ee14dd4339867869e2ad3649f"></a>
 </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#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="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:a93f2c97ee14dd4339867869e2ad3649f inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="mdescLeft"> </td><td class="mdescRight">initialize with a fixed reference date <br /></td></tr>
<tr class="separator:a93f2c97ee14dd4339867869e2ad3649f inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:afe47b4b3a44530c5c1da6bba3c01945b inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="afe47b4b3a44530c5c1da6bba3c01945b"></a>
 </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#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, 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:afe47b4b3a44530c5c1da6bba3c01945b inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="mdescLeft"> </td><td class="mdescRight">calculate the reference date based on the global evaluation date <br /></td></tr>
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<tr class="memitem:a816d75a27ea3640e6c1b3e4102f2e588 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="a816d75a27ea3640e6c1b3e4102f2e588"></a>
virtual </td><td class="memItemRight" valign="bottom"><b>~SwaptionVolatilityStructure</b> ()</td></tr>
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<tr class="memitem:a82aa634bec702b990f6f855e0d4ec898 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="a82aa634bec702b990f6f855e0d4ec898"></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_swaption_volatility_structure.html#a82aa634bec702b990f6f855e0d4ec898">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 class="memdesc:a82aa634bec702b990f6f855e0d4ec898 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="mdescLeft"> </td><td class="mdescRight">returns the volatility for a given option tenor and swap tenor <br /></td></tr>
<tr class="separator:a82aa634bec702b990f6f855e0d4ec898 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:adcf07025bb1809ac5806207bc7aa39ca inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="adcf07025bb1809ac5806207bc7aa39ca"></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_swaption_volatility_structure.html#adcf07025bb1809ac5806207bc7aa39ca">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 class="memdesc:adcf07025bb1809ac5806207bc7aa39ca inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="mdescLeft"> </td><td class="mdescRight">returns the volatility for a given option date and swap tenor <br /></td></tr>
<tr class="separator:adcf07025bb1809ac5806207bc7aa39ca inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aeccdf38d26e2f60aeb7792c1e4b97781 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="aeccdf38d26e2f60aeb7792c1e4b97781"></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_swaption_volatility_structure.html#aeccdf38d26e2f60aeb7792c1e4b97781">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 class="memdesc:aeccdf38d26e2f60aeb7792c1e4b97781 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="mdescLeft"> </td><td class="mdescRight">returns the volatility for a given option time and swap tenor <br /></td></tr>
<tr class="separator:aeccdf38d26e2f60aeb7792c1e4b97781 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a1254393f0597f5ec2f63f40f32cef15b inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="a1254393f0597f5ec2f63f40f32cef15b"></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_swaption_volatility_structure.html#a1254393f0597f5ec2f63f40f32cef15b">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#a79f138ac8de07dd9c5e7cd8f95e2c8f5">swapLength</a>, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike, bool extrapolate=false) const</td></tr>
<tr class="memdesc:a1254393f0597f5ec2f63f40f32cef15b inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="mdescLeft"> </td><td class="mdescRight">returns the volatility for a given option tenor and swap length <br /></td></tr>
<tr class="separator:a1254393f0597f5ec2f63f40f32cef15b inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a796b437fcccda80acdb5b24231816c24 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="a796b437fcccda80acdb5b24231816c24"></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_swaption_volatility_structure.html#a796b437fcccda80acdb5b24231816c24">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#a79f138ac8de07dd9c5e7cd8f95e2c8f5">swapLength</a>, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike, bool extrapolate=false) const</td></tr>
<tr class="memdesc:a796b437fcccda80acdb5b24231816c24 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="mdescLeft"> </td><td class="mdescRight">returns the volatility for a given option date and swap length <br /></td></tr>
<tr class="separator:a796b437fcccda80acdb5b24231816c24 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a0bad2964c622142ec1de37579f5a8cc7 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="a0bad2964c622142ec1de37579f5a8cc7"></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_swaption_volatility_structure.html#a0bad2964c622142ec1de37579f5a8cc7">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#a79f138ac8de07dd9c5e7cd8f95e2c8f5">swapLength</a>, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike, bool extrapolate=false) const</td></tr>
<tr class="memdesc:a0bad2964c622142ec1de37579f5a8cc7 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="mdescLeft"> </td><td class="mdescRight">returns the volatility for a given option time and swap length <br /></td></tr>
<tr class="separator:a0bad2964c622142ec1de37579f5a8cc7 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a77048c0b3a2f1c2c8fbf5941129b4c81 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="a77048c0b3a2f1c2c8fbf5941129b4c81"></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_swaption_volatility_structure.html#a77048c0b3a2f1c2c8fbf5941129b4c81">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 class="memdesc:a77048c0b3a2f1c2c8fbf5941129b4c81 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="mdescLeft"> </td><td class="mdescRight">returns the Black variance for a given option tenor and swap tenor <br /></td></tr>
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<tr class="memitem:a8b14b5d1093e3692bed3e506ea848cc9 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="a8b14b5d1093e3692bed3e506ea848cc9"></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_swaption_volatility_structure.html#a8b14b5d1093e3692bed3e506ea848cc9">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 class="memdesc:a8b14b5d1093e3692bed3e506ea848cc9 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="mdescLeft"> </td><td class="mdescRight">returns the Black variance for a given option date and swap tenor <br /></td></tr>
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<tr class="memitem:afc6ec852ac9760162d20d15f0e73b166 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="afc6ec852ac9760162d20d15f0e73b166"></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_swaption_volatility_structure.html#afc6ec852ac9760162d20d15f0e73b166">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 class="memdesc:afc6ec852ac9760162d20d15f0e73b166 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="mdescLeft"> </td><td class="mdescRight">returns the Black variance for a given option time and swap tenor <br /></td></tr>
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<tr class="memitem:a264c26ac82a9fa9428fb61d0baeaf00c inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="a264c26ac82a9fa9428fb61d0baeaf00c"></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_swaption_volatility_structure.html#a264c26ac82a9fa9428fb61d0baeaf00c">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#a79f138ac8de07dd9c5e7cd8f95e2c8f5">swapLength</a>, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike, bool extrapolate=false) const</td></tr>
<tr class="memdesc:a264c26ac82a9fa9428fb61d0baeaf00c inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="mdescLeft"> </td><td class="mdescRight">returns the Black variance for a given option tenor and swap length <br /></td></tr>
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<tr class="memitem:adb00a053aee2a53e8319809f51ac3ee4 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="adb00a053aee2a53e8319809f51ac3ee4"></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_swaption_volatility_structure.html#adb00a053aee2a53e8319809f51ac3ee4">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#a79f138ac8de07dd9c5e7cd8f95e2c8f5">swapLength</a>, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike, bool extrapolate=false) const</td></tr>
<tr class="memdesc:adb00a053aee2a53e8319809f51ac3ee4 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="mdescLeft"> </td><td class="mdescRight">returns the Black variance for a given option date and swap length <br /></td></tr>
<tr class="separator:adb00a053aee2a53e8319809f51ac3ee4 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ae935a78e1fe8d96ae77e1776e55fc073 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="ae935a78e1fe8d96ae77e1776e55fc073"></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_swaption_volatility_structure.html#ae935a78e1fe8d96ae77e1776e55fc073">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#a79f138ac8de07dd9c5e7cd8f95e2c8f5">swapLength</a>, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike, bool extrapolate=false) const</td></tr>
<tr class="memdesc:ae935a78e1fe8d96ae77e1776e55fc073 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="mdescLeft"> </td><td class="mdescRight">returns the Black variance for a given option time and swap length <br /></td></tr>
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<tr class="memitem:a6809b9d78ed356367268a3f9773261e0 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="a6809b9d78ed356367268a3f9773261e0"></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_swaption_volatility_structure.html#a6809b9d78ed356367268a3f9773261e0">shift</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 extrapolate=false) const</td></tr>
<tr class="memdesc:a6809b9d78ed356367268a3f9773261e0 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="mdescLeft"> </td><td class="mdescRight">returns the shift for a given option tenor and swap tenor <br /></td></tr>
<tr class="separator:a6809b9d78ed356367268a3f9773261e0 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:af91401708f99836933343c267f5d101b inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="af91401708f99836933343c267f5d101b"></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_swaption_volatility_structure.html#af91401708f99836933343c267f5d101b">shift</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 extrapolate=false) const</td></tr>
<tr class="memdesc:af91401708f99836933343c267f5d101b inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="mdescLeft"> </td><td class="mdescRight">returns the shift for a given option date and swap tenor <br /></td></tr>
<tr class="separator:af91401708f99836933343c267f5d101b inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a92712c1d5b44665708f09a07d33c6b41 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="a92712c1d5b44665708f09a07d33c6b41"></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_swaption_volatility_structure.html#a92712c1d5b44665708f09a07d33c6b41">shift</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 extrapolate=false) const</td></tr>
<tr class="memdesc:a92712c1d5b44665708f09a07d33c6b41 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="mdescLeft"> </td><td class="mdescRight">returns the shift for a given option time and swap tenor <br /></td></tr>
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<tr class="memitem:a3f4e1a376bb8f6b607a9e57e296a0a5b inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="a3f4e1a376bb8f6b607a9e57e296a0a5b"></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_swaption_volatility_structure.html#a3f4e1a376bb8f6b607a9e57e296a0a5b">shift</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#a79f138ac8de07dd9c5e7cd8f95e2c8f5">swapLength</a>, bool extrapolate=false) const</td></tr>
<tr class="memdesc:a3f4e1a376bb8f6b607a9e57e296a0a5b inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="mdescLeft"> </td><td class="mdescRight">returns the shift for a given option tenor and swap length <br /></td></tr>
<tr class="separator:a3f4e1a376bb8f6b607a9e57e296a0a5b inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:afc88fa3c7a0f8b86a9deb718aefec272 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="afc88fa3c7a0f8b86a9deb718aefec272"></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_swaption_volatility_structure.html#afc88fa3c7a0f8b86a9deb718aefec272">shift</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#a79f138ac8de07dd9c5e7cd8f95e2c8f5">swapLength</a>, bool extrapolate=false) const</td></tr>
<tr class="memdesc:afc88fa3c7a0f8b86a9deb718aefec272 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="mdescLeft"> </td><td class="mdescRight">returns the shift for a given option date and swap length <br /></td></tr>
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<tr class="memitem:a08722dfbab277442a44f1979f6e6b3d3 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="a08722dfbab277442a44f1979f6e6b3d3"></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_swaption_volatility_structure.html#a08722dfbab277442a44f1979f6e6b3d3">shift</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#a79f138ac8de07dd9c5e7cd8f95e2c8f5">swapLength</a>, bool extrapolate=false) const</td></tr>
<tr class="memdesc:a08722dfbab277442a44f1979f6e6b3d3 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="mdescLeft"> </td><td class="mdescRight">returns the shift for a given option time and swap length <br /></td></tr>
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<tr class="memitem:a14ffc7fffe4acc4f27b0e9f9340b0b73 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="a14ffc7fffe4acc4f27b0e9f9340b0b73"></a>
ext::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#a14ffc7fffe4acc4f27b0e9f9340b0b73">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 class="memdesc:a14ffc7fffe4acc4f27b0e9f9340b0b73 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="mdescLeft"> </td><td class="mdescRight">returns the smile for a given option tenor and swap tenor <br /></td></tr>
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<tr class="memitem:a5105181de08c568d18d0460ec88586e0 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="a5105181de08c568d18d0460ec88586e0"></a>
ext::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#a5105181de08c568d18d0460ec88586e0">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 class="memdesc:a5105181de08c568d18d0460ec88586e0 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="mdescLeft"> </td><td class="mdescRight">returns the smile for a given option date and swap tenor <br /></td></tr>
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<tr class="memitem:ae18696f5b19d42dea1612eadeb219cce inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="ae18696f5b19d42dea1612eadeb219cce"></a>
ext::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#ae18696f5b19d42dea1612eadeb219cce">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 class="memdesc:ae18696f5b19d42dea1612eadeb219cce inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="mdescLeft"> </td><td class="mdescRight">returns the smile for a given option time and swap tenor <br /></td></tr>
<tr class="separator:ae18696f5b19d42dea1612eadeb219cce inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a5541e4ab3e6316cec506022e8edcaf4b inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="a5541e4ab3e6316cec506022e8edcaf4b"></a>
ext::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#a5541e4ab3e6316cec506022e8edcaf4b">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#a79f138ac8de07dd9c5e7cd8f95e2c8f5">swapLength</a>, bool extr=false) const</td></tr>
<tr class="memdesc:a5541e4ab3e6316cec506022e8edcaf4b inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="mdescLeft"> </td><td class="mdescRight">returns the smile for a given option tenor and swap length <br /></td></tr>
<tr class="separator:a5541e4ab3e6316cec506022e8edcaf4b inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a85665154301fce1c80e1814902fc390d inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="a85665154301fce1c80e1814902fc390d"></a>
ext::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#a85665154301fce1c80e1814902fc390d">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#a79f138ac8de07dd9c5e7cd8f95e2c8f5">swapLength</a>, bool extr=false) const</td></tr>
<tr class="memdesc:a85665154301fce1c80e1814902fc390d inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="mdescLeft"> </td><td class="mdescRight">returns the smile for a given option date and swap length <br /></td></tr>
<tr class="separator:a85665154301fce1c80e1814902fc390d inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a4bf59a269c13d29d5b588dcdf247c973 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="a4bf59a269c13d29d5b588dcdf247c973"></a>
ext::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#a4bf59a269c13d29d5b588dcdf247c973">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#a79f138ac8de07dd9c5e7cd8f95e2c8f5">swapLength</a>, bool extr=false) const</td></tr>
<tr class="memdesc:a4bf59a269c13d29d5b588dcdf247c973 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="mdescLeft"> </td><td class="mdescRight">returns the smile for a given option time and swap length <br /></td></tr>
<tr class="separator:a4bf59a269c13d29d5b588dcdf247c973 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:adfb45baa2a2a71afd5a858b6978b6e57 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="adfb45baa2a2a71afd5a858b6978b6e57"></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_swaption_volatility_structure.html#adfb45baa2a2a71afd5a858b6978b6e57">maxSwapLength</a> () const</td></tr>
<tr class="memdesc:adfb45baa2a2a71afd5a858b6978b6e57 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="mdescLeft"> </td><td class="mdescRight">the largest swapLength for which the term structure can return vols <br /></td></tr>
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<tr class="memitem:a79f138ac8de07dd9c5e7cd8f95e2c8f5 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="a79f138ac8de07dd9c5e7cd8f95e2c8f5"></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_swaption_volatility_structure.html#a79f138ac8de07dd9c5e7cd8f95e2c8f5">swapLength</a> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &swapTenor) const</td></tr>
<tr class="memdesc:a79f138ac8de07dd9c5e7cd8f95e2c8f5 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="mdescLeft"> </td><td class="mdescRight">implements the conversion between swap tenor and swap (time) length <br /></td></tr>
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<tr class="memitem:a12b5788be62f9f06f1a7412787aa3361 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="a12b5788be62f9f06f1a7412787aa3361"></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_swaption_volatility_structure.html#a12b5788be62f9f06f1a7412787aa3361">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 class="memdesc:a12b5788be62f9f06f1a7412787aa3361 inherit pub_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="mdescLeft"> </td><td class="mdescRight">implements the conversion between swap dates and swap (time) length <br /></td></tr>
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<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>
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<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>
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<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>
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<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>
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<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>
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 </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>
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 </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>
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virtual </td><td class="memItemRight" valign="bottom"><b>~TermStructure</b> ()</td></tr>
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<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>
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<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>
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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>
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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>
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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>
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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>
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<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>
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<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>
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<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>
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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>
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<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>
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<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>
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void </td><td class="memItemRight" valign="bottom"><b>unregisterWithAll</b> ()</td></tr>
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<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>
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<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>
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<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>
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<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>
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<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>
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<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>
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<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>
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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="member-group"></a>
SwaptionVolatilityStructure interface</h2></td></tr>
<tr class="memitem:a3cc018e8747c0307eaa369a13841b7d6"><td class="memItemLeft" align="right" valign="top"><a id="a3cc018e8747c0307eaa369a13841b7d6"></a>
const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_swaption_volatility.html#a3cc018e8747c0307eaa369a13841b7d6">maxSwapTenor</a> () const</td></tr>
<tr class="memdesc:a3cc018e8747c0307eaa369a13841b7d6"><td class="mdescLeft"> </td><td class="mdescRight">the largest length for which the term structure can return vols <br /></td></tr>
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<tr class="memitem:ab95b24d256542f56472b2b4c63cde369"><td class="memItemLeft" align="right" valign="top"><a id="ab95b24d256542f56472b2b4c63cde369"></a>
VolatilityType </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_swaption_volatility.html#ab95b24d256542f56472b2b4c63cde369">volatilityType</a> () const</td></tr>
<tr class="memdesc:ab95b24d256542f56472b2b4c63cde369"><td class="mdescLeft"> </td><td class="mdescRight">volatility type <br /></td></tr>
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<tr class="memitem:a6e98df756b6ab45c7e3228156c472f69"><td class="memItemLeft" align="right" valign="top"><a id="a6e98df756b6ab45c7e3228156c472f69"></a>
ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_smile_section.html">SmileSection</a> > </td><td class="memItemRight" valign="bottom"><b>smileSectionImpl</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &) const</td></tr>
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<tr class="memitem:af9d65cc10cc132680c828d85748d3fef"><td class="memItemLeft" align="right" valign="top"><a id="af9d65cc10cc132680c828d85748d3fef"></a>
ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_smile_section.html">SmileSection</a> > </td><td class="memItemRight" valign="bottom"><b>smileSectionImpl</b> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a>, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a>) const</td></tr>
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<tr class="memitem:abfcbbb43928ee55c3e3bc80512fa3c6b"><td class="memItemLeft" align="right" valign="top"><a id="abfcbbb43928ee55c3e3bc80512fa3c6b"></a>
<a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> </td><td class="memItemRight" valign="bottom"><b>volatilityImpl</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a>) const</td></tr>
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<tr class="memitem:a2e2c286f2902ba3b56cb75bd84c02b44"><td class="memItemLeft" align="right" valign="top"><a id="a2e2c286f2902ba3b56cb75bd84c02b44"></a>
<a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> </td><td class="memItemRight" valign="bottom"><b>volatilityImpl</b> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a>, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a>, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a>) const</td></tr>
<tr class="separator:a2e2c286f2902ba3b56cb75bd84c02b44"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:afc525a6e367cbee802302dccf8661927"><td class="memItemLeft" align="right" valign="top"><a id="afc525a6e367cbee802302dccf8661927"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>shiftImpl</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#a79f138ac8de07dd9c5e7cd8f95e2c8f5">swapLength</a>) const</td></tr>
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</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_swaption_volatility_structure"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_swaption_volatility_structure')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a></td></tr>
<tr class="memitem:a449b57bd051da34be3dbeaa607488480 inherit pro_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="a449b57bd051da34be3dbeaa607488480"></a>
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>shiftImpl</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 class="separator:a449b57bd051da34be3dbeaa607488480 inherit pro_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a1950740b38474c292352e3966a3e5954 inherit pro_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="a1950740b38474c292352e3966a3e5954"></a>
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 class="separator:a1950740b38474c292352e3966a3e5954 inherit pro_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa1cb8816049b44ebdf65723e7649fdbf inherit pro_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memItemLeft" align="right" valign="top"><a id="aa1cb8816049b44ebdf65723e7649fdbf"></a>
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#a79f138ac8de07dd9c5e7cd8f95e2c8f5">swapLength</a>, bool extrapolate) const</td></tr>
<tr class="separator:aa1cb8816049b44ebdf65723e7649fdbf inherit pro_methods_class_quant_lib_1_1_swaption_volatility_structure"><td class="memSeparator" colspan="2"> </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>
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<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 swaption volatility, no time-strike dependence. </p>
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