Reference manual - version qle_version
#include <qle/termstructures/capfloortermvolcurve.hpp>
Inheritance diagram for CapFloorTermVolCurve:Public Member Functions | |
Constructors | |
| CapFloorTermVolCurve (QuantLib::BusinessDayConvention bdc, const QuantLib::DayCounter &dc=QuantLib::DayCounter()) | |
| CapFloorTermVolCurve (const QuantLib::Date &referenceDate, const QuantLib::Calendar &cal, QuantLib::BusinessDayConvention bdc, const QuantLib::DayCounter &dc=QuantLib::DayCounter()) | |
| CapFloorTermVolCurve (QuantLib::Natural settlementDays, const QuantLib::Calendar &cal, QuantLib::BusinessDayConvention bdc, const QuantLib::DayCounter &dc=QuantLib::DayCounter()) | |
| calculate the reference date based on the global evaluation date | |
| virtual std::vector< QuantLib::Period > | optionTenors () const =0 |
| Return the tenors used in the CapFloorTermVolCurve. | |
Cap floor term volatility curve. Abstract base class for one dimensional curve of cap floor volatilities.
