24#ifndef quantlib_constant_cpi_volatility_hpp
25#define quantlib_constant_cpi_volatility_hpp
zero inflation (i.e. CPI/RPI/HICP/etc.) volatility structures
virtual Period observationLag() const
virtual bool indexIsInterpolated() const
virtual Frequency frequency() const
Constant surface, no K or T dependence.
Handle< Quote > volatility_
Real minStrike() const override
the minimum strike for which the term structure can return vols
Volatility volatilityImpl(Time length, Rate strike) const override
Date maxDate() const override
the latest date for which the curve can return values
Real maxStrike() const override
the maximum strike for which the term structure can return vols
static Date maxDate()
latest allowed date
Shared handle to an observable.
virtual Natural settlementDays() const
the settlementDays used for reference date calculation
zero inflation (i.e. CPI/RPI/HICP/etc.) volatility structures
Frequency
Frequency of events.
BusinessDayConvention
Business Day conventions.
Real Time
continuous quantity with 1-year units
unsigned QL_INTEGER Natural
positive integer
Real Volatility
volatility