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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2007 Ferdinando Ametrano
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
#include <ql/termstructures/voltermstructure.hpp>
namespace QuantLib {
VolatilityTermStructure::VolatilityTermStructure(const Calendar& cal,
BusinessDayConvention bdc,
const DayCounter& dc)
: TermStructure(dc), bdc_(bdc) {
calendar_ = cal;
}
VolatilityTermStructure::VolatilityTermStructure(const Date& referenceDate,
const Calendar& cal,
BusinessDayConvention bdc,
const DayCounter& dc)
: TermStructure(referenceDate, cal, dc), bdc_(bdc) {}
VolatilityTermStructure::VolatilityTermStructure(Natural settlementDays,
const Calendar& cal,
BusinessDayConvention bdc,
const DayCounter& dc)
: TermStructure(settlementDays, cal, dc), bdc_(bdc) {}
}
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