24#ifndef quantlib_callable_bond_constant_volatility_hpp
25#define quantlib_callable_bond_constant_volatility_hpp
67 Time bondLength)
const override;
Callable-bond volatility structure.
Constant callable-bond volatility, no time-strike dependence.
Handle< Quote > volatility_
Volatility volatilityImpl(Time, Time, Rate) const override
implements the actual volatility calculation in derived classes
Real minStrike() const override
the minimum strike for which the term structure can return vols
const Period & maxBondTenor() const override
the largest length for which the term structure can return vols
ext::shared_ptr< SmileSection > smileSectionImpl(Time optionTime, Time bondLength) const override
return smile section
DayCounter dayCounter() const override
the day counter used for date/time conversion
Date maxDate() const override
the latest date for which the curve can return values
Time maxBondLength() const override
the largest bondLength for which the term structure can return vols
Real maxStrike() const override
the maximum strike for which the term structure can return vols
Callable-bond volatility structure.
Volatility volatility(Time optionTime, Time bondLength, Rate strike, bool extrapolate=false) const
returns the volatility for a given option time and bondLength
static Date maxDate()
latest allowed date
Shared handle to an observable.
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
Real Time
continuous quantity with 1-year units
unsigned QL_INTEGER Natural
positive integer
Real Volatility
volatility
period- and frequency-related classes and enumerations