CallableBondConstantVolatility Class Reference
Constant callable-bond volatility, no time-strike dependence. More...
#include <ql/experimental/callablebonds/callablebondconstantvol.hpp>
Inheritance diagram for CallableBondConstantVolatility:

Public Member Functions | |
CallableBondConstantVolatility (const Date &referenceDate, Volatility volatility, const DayCounter &dayCounter) | |
CallableBondConstantVolatility (const Date &referenceDate, const Handle< Quote > &volatility, const DayCounter &dayCounter) | |
CallableBondConstantVolatility (Natural settlementDays, const Calendar &, Volatility volatility, const DayCounter &dayCounter) | |
CallableBondConstantVolatility (Natural settlementDays, const Calendar &, const Handle< Quote > &volatility, const DayCounter &dayCounter) | |
TermStructure interface | |
DayCounter | dayCounter () const |
the day counter used for date/time conversion | |
Date | maxDate () const |
the latest date for which the curve can return values | |
CallableBondConstantVolatility interface | |
const Period & | maxBondTenor () const |
the largest length for which the term structure can return vols | |
Time | maxBondLength () const |
the largest bondLength for which the term structure can return vols | |
Real | minStrike () const |
the minimum strike for which the term structure can return vols | |
Real | maxStrike () const |
the maximum strike for which the term structure can return vols | |
Volatility | volatilityImpl (Time, Time, Rate) const |
implements the actual volatility calculation in derived classes | |
boost::shared_ptr< SmileSection > | smileSectionImpl (Time optionTime, Time bondLength) const |
return smile section | |
Volatility | volatilityImpl (const Date &, const Period &, Rate) const |
Detailed Description
Constant callable-bond volatility, no time-strike dependence.