24#ifndef quantlib_localconstantvol_hpp
25#define quantlib_localconstantvol_hpp
81 dayCounter_(
std::move(dayCounter)) {}
87 dayCounter_(
std::move(dayCounter)) {
97 dayCounter_(
std::move(dayCounter)) {}
104 dayCounter_(
std::move(dayCounter)) {
Black constant volatility, no time dependence, no strike dependence.
degenerate base class for the Acyclic Visitor pattern
static Date maxDate()
latest allowed date
Shared handle to an observable.
Constant local volatility, no time-strike dependence.
Handle< Quote > volatility_
Volatility localVolImpl(Time, Real) const override
local vol calculation
Real minStrike() const override
the minimum strike for which the term structure can return vols
void accept(AcyclicVisitor &) override
DayCounter dayCounter() const override
the day counter used for date/time conversion
LocalConstantVol(const Date &referenceDate, Volatility volatility, DayCounter dayCounter)
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
virtual void accept(AcyclicVisitor &)
std::pair< iterator, bool > registerWith(const ext::shared_ptr< Observable > &)
purely virtual base class for market observables
market element returning a stored value
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
Visitor for a specific class
virtual void visit(T &)=0
Real Time
continuous quantity with 1-year units
unsigned QL_INTEGER Natural
positive integer
Real Volatility
volatility
Local volatility term structure base class.
ext::shared_ptr< BlackVolTermStructure > v