24#ifndef quantlib_vol_term_structure_hpp
25#define quantlib_vol_term_structure_hpp
71 bool extrapolate)
const;
Date advance(const Date &, Integer n, TimeUnit unit, BusinessDayConvention convention=Following, bool endOfMonth=false) const
Basic term-structure functionality.
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 Calendar calendar() const
the calendar used for reference and/or option date calculation
Volatility term structure.
virtual Rate maxStrike() const =0
the maximum strike for which the term structure can return vols
BusinessDayConvention bdc_
virtual Rate minStrike() const =0
the minimum strike for which the term structure can return vols
void checkStrike(Rate strike, bool extrapolate) const
strike-range check
virtual BusinessDayConvention businessDayConvention() const
the business day convention used in tenor to date conversion
Date optionDateFromTenor(const Period &) const
period/date conversion
BusinessDayConvention
Business Day conventions.
unsigned QL_INTEGER Natural
positive integer
base class for term structures