25#ifndef quantlib_local_vol_term_structures_hpp
26#define quantlib_local_vol_term_structures_hpp
68 bool extrapolate =
false)
const;
71 bool extrapolate =
false)
const;
degenerate base class for the Acyclic Visitor pattern
virtual Volatility localVolImpl(Time t, Real strike) const =0
local vol calculation
virtual void accept(AcyclicVisitor &)
~LocalVolTermStructure() override=default
Volatility localVol(const Date &d, Real underlyingLevel, bool extrapolate=false) const
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
Volatility term structure.
BusinessDayConvention
Business Day conventions.
Real Time
continuous quantity with 1-year units
unsigned QL_INTEGER Natural
positive integer
Real Volatility
volatility
degenerate base class for the Acyclic Visitor pattern
Volatility term structure.