QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
termstructures
volatility
capfloor
capfloortermvolatilitystructure.cpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2002, 2003 RiskMap srl
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Copyright (C) 2003, 2004, 2005, 2006 StatPro Italia srl
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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#include <
ql/termstructures/volatility/capfloor/capfloortermvolatilitystructure.hpp
>
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namespace
QuantLib
{
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CapFloorTermVolatilityStructure::CapFloorTermVolatilityStructure
(
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BusinessDayConvention
bdc,
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const
DayCounter
& dc)
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:
VolatilityTermStructure
(bdc, dc) {}
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CapFloorTermVolatilityStructure::CapFloorTermVolatilityStructure
(
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const
Date
& refDate,
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const
Calendar
& cal,
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BusinessDayConvention
bdc,
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const
DayCounter
& dc)
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:
VolatilityTermStructure
(refDate, cal, bdc, dc) {}
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CapFloorTermVolatilityStructure::CapFloorTermVolatilityStructure
(
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Natural
settlementDays,
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const
Calendar
& cal,
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BusinessDayConvention
bdc,
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const
DayCounter
& dc)
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:
VolatilityTermStructure
(settlementDays, cal, bdc, dc) {}
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}
capfloortermvolatilitystructure.hpp
cap/floor term-volatility structure
QuantLib::Calendar
calendar class
Definition:
calendar.hpp:61
QuantLib::CapFloorTermVolatilityStructure::CapFloorTermVolatilityStructure
CapFloorTermVolatilityStructure(BusinessDayConvention bdc, const DayCounter &dc=DayCounter())
Definition:
capfloortermvolatilitystructure.cpp:25
QuantLib::Date
Concrete date class.
Definition:
date.hpp:125
QuantLib::DayCounter
day counter class
Definition:
daycounter.hpp:44
QuantLib::VolatilityTermStructure
Volatility term structure.
Definition:
voltermstructure.hpp:36
QuantLib::BusinessDayConvention
BusinessDayConvention
Business Day conventions.
Definition:
businessdayconvention.hpp:41
QuantLib::Natural
unsigned QL_INTEGER Natural
positive integer
Definition:
types.hpp:43
QuantLib
Definition:
any.hpp:35
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