25#ifndef quantlib_equity_fx_vol_surface_hpp
26#define quantlib_equity_fx_vol_surface_hpp
72 bool extrapolate =
false)
const;
76 bool extrapolate =
false)
const;
80 bool extrapolate =
false)
const;
84 bool extrapolate =
false)
const;
Black volatility (smile) surface.
degenerate base class for the Acyclic Visitor pattern
Black volatility (smile) surface.
Equity/FX volatility (smile) surface.
Real atmForwardVariance(const Date &date1, const Date &date2, bool extrapolate=false) const
forward (at-the-money) variance
void accept(AcyclicVisitor &) override
Volatility atmForwardVol(const Date &date1, const Date &date2, bool extrapolate=false) const
forward (at-the-money) volatility
virtual Natural settlementDays() const
the settlementDays used for reference date calculation
virtual const Date & referenceDate() const
the date at which discount = 1.0 and/or variance = 0.0
BusinessDayConvention
Business Day conventions.
Real Time
continuous quantity with 1-year units
unsigned QL_INTEGER Natural
positive integer
Real Volatility
volatility