30 const Period& observationLag,
32 bool indexIsInterpolated)
34 observationLag, frequency, indexIsInterpolated),
42 const Period& observationLag,
44 bool indexIsInterpolated)
46 observationLag, frequency, indexIsInterpolated),
zero inflation (i.e. CPI/RPI/HICP/etc.) volatility structures
Handle< Quote > volatility_
Volatility volatilityImpl(Time length, Rate strike) const override
ConstantCPIVolatility(const Handle< Quote > &vol, Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc, const Period &observationLag, Frequency frequency, bool indexIsInterpolated)
Shared handle to an observable.
market element returning a stored value
constant CPI volatility structure
Frequency
Frequency of events.
BusinessDayConvention
Business Day conventions.
Real Time
continuous quantity with 1-year units
unsigned QL_INTEGER Natural
positive integer
Real Volatility
volatility