41 bool extrapolate)
const {
44 "strike (" << k <<
") is outside the curve domain ["
Basic term-structure functionality.
virtual Rate maxStrike() const =0
the maximum strike for which the term structure can return vols
VolatilityTermStructure(BusinessDayConvention bdc, const DayCounter &dc=DayCounter())
virtual Rate minStrike() const =0
the minimum strike for which the term structure can return vols
void checkStrike(Rate strike, bool extrapolate) const
strike-range check
#define QL_REQUIRE(condition, message)
throw an error if the given pre-condition is not verified
BusinessDayConvention
Business Day conventions.
unsigned QL_INTEGER Natural
positive integer
Volatility term structure.