QuantLib 0.3.7 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Usage Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

SwaptionVolatilityStructure Class Reference #include <ql/swaptionvolstructure.hpp> Inheritance diagram for SwaptionVolatilityStructure: [legend]List of all members. Detailed Description Swaption-volatility structure This class is purely abstract and defines the interface of concrete swaption volatility structures which will be derived from this one. Public Member Functions virtual Date  todaysDate () const =0   returns today's date virtual DayCounter  dayCounter () const =0   returns the day counter used for internal date/time conversions Volatility  volatility (const Date &start, const Period &length, Rate strike) const   returns the volatility for a given starting date and length Volatility  volatility (Time start, Time length, Rate strike) const   returns the volatility for a given starting time and length Protected Member Functions virtual Volatility  volatilityImpl (Time start, Time length, Rate strike) const =0   implements the actual volatility calculation in derived classes virtual std::pair< Time, Time >  convertDates (const Date &start, const Period &length) const   implements the conversion between dates and times

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