25#ifndef quantlib_blackconstantvol_hpp
26#define quantlib_blackconstantvol_hpp
93 volatility_(
std::move(volatility)) {
109 volatility_(
std::move(volatility)) {
Actual/365 (Fixed) day counter.
Black volatility term structure base classes.
degenerate base class for the Acyclic Visitor pattern
Constant Black volatility, no time-strike dependence.
Handle< Quote > volatility_
Real minStrike() const override
the minimum strike for which the term structure can return vols
void accept(AcyclicVisitor &) override
BlackConstantVol(const Date &referenceDate, const Calendar &, Volatility volatility, const DayCounter &dayCounter)
Date maxDate() const override
the latest date for which the curve can return values
Volatility blackVolImpl(Time t, Real) const override
Black volatility calculation.
Real maxStrike() const override
the maximum strike for which the term structure can return vols
Black-volatility term structure.
void accept(AcyclicVisitor &) override
static Date maxDate()
latest allowed date
Shared handle to an observable.
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
virtual DayCounter dayCounter() const
the day counter used for date/time conversion
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
ext::shared_ptr< BlackVolTermStructure > v