24#ifndef quantlib_interest_rate_vol_surface_hpp
25#define quantlib_interest_rate_vol_surface_hpp
71 const ext::shared_ptr<InterestRateIndex>&
index()
const;
77 ext::shared_ptr<InterestRateIndex>
index_;
83 inline const ext::shared_ptr<InterestRateIndex>&
Black volatility (smile) surface.
degenerate base class for the Acyclic Visitor pattern
Black volatility (smile) surface.
Interest rate volatility (smile) surface.
ext::shared_ptr< InterestRateIndex > index_
void accept(AcyclicVisitor &) override
const ext::shared_ptr< InterestRateIndex > & index() const
Date optionDateFromTenor(const Period &) const
period/date conversion
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
BusinessDayConvention
Business Day conventions.
unsigned QL_INTEGER Natural
positive integer
base class for interest rate indexes