ConstantCPIVolatility Class Reference

Constant surface, no K or T dependence. More...

#include <ql/termstructures/volatility/inflation/constantcpivolatility.hpp>

Inheritance diagram for ConstantCPIVolatility:

List of all members.

Public Member Functions

Constructor
 ConstantCPIVolatility (const Volatility v, Natural settlementDays, const Calendar &, BusinessDayConvention bdc, const DayCounter &dc, const Period &observationLag, Frequency frequency, bool indexIsInterpolated)
 calculate the reference date based on the global evaluation date
Limits
virtual Date maxDate () const
 the latest date for which the curve can return values
virtual Real minStrike () const
 the minimum strike for which the term structure can return vols
virtual Real maxStrike () const
 the maximum strike for which the term structure can return vols

Detailed Description

Constant surface, no K or T dependence.