ProxySwaptionVolatility Class Reference

Inheritance diagram for ProxySwaptionVolatility:

Public Member Functions
	ProxySwaptionVolatility (const QuantLib::Handle< SwaptionVolatilityStructure > &baseVol, QuantLib::ext::shared_ptr< QuantLib::SwapIndex > baseSwapIndexBase, QuantLib::ext::shared_ptr< QuantLib::SwapIndex > baseShortSwapIndexBase, QuantLib::ext::shared_ptr< QuantLib::SwapIndex > targetSwapIndexBase, QuantLib::ext::shared_ptr< QuantLib::SwapIndex > targetShortSwapIndexBase)
QuantLib::Rate	minStrike () const override
QuantLib::Rate	maxStrike () const override
QuantLib::Date	maxDate () const override
const QuantLib::Date &	referenceDate () const override
QuantLib::VolatilityType	volatilityType () const override
QuantLib::Calendar	calendar () const override
const QuantLib::Period &	maxSwapTenor () const override