AbcdAtmVolCurve(3)                  QuantLib                  AbcdAtmVolCurve(3)

       AbcdAtmVolCurve - Abcd-interpolated at-the-money (no-smile) volatility

       #include <ql/experimental/volatility/abcdatmvolcurve.hpp>

       Inherits BlackAtmVolCurve, and LazyObject.

   Public Member Functions
       AbcdAtmVolCurve (Natural settlementDays, const Calendar &cal, const
           std::vector< Period > &optionTenors, const std::vector< Handle< Quote
           > > &volsHandles, const std::vector< bool >
           &inclusionInInterpolationFlag=std::vector< bool >(1, true),
           BusinessDayConvention bdc=Following, const DayCounter
           floating reference date, floating market data
       std::vector< Real > k () const
           Returns k adjustment factors for option tenors used in interpolation.
       Real k (Time t) const
           Returns k adjustment factor at time t.
       Real a () const
       Real b () const
       Real c () const
       Real d () const
       Real rmsError () const
       Real maxError () const
       EndCriteria::Type endCriteria () const

       TermStructure interface

           virtual Date maxDate () const
               the latest date for which the curve can return values

       VolatilityTermStructure interface

           Real minStrike () const
               the minimum strike for which the term structure can return vols
           Real maxStrike () const
               the maximum strike for which the term structure can return vols

       LazyObject interface

           void update ()
           void performCalculations () const

       some inspectors

           const std::vector< Period > & optionTenors () const
           const std::vector< Period > & optionTenorsInInterpolation () const
           const std::vector< Date > & optionDates () const
           const std::vector< Time > & optionTimes () const


           virtual void accept (AcyclicVisitor &)

   Protected Member Functions
       BlackAtmVolCurve interface

           virtual Real atmVarianceImpl (Time t) const
               spot at-the-money variance calculation (k adjusted)
           virtual Volatility atmVolImpl (Time t) const
               spot at-the-money volatility calculation (k adjusted)

   Additional Inherited Members
Detailed Description
       Abcd-interpolated at-the-money (no-smile) volatility curve.

       blah blah

Member Function Documentation
   void update () [virtual]
       This method must be implemented in derived classes. An instance of
       Observer does not call this method directly: instead, it will be called
       by the observables the instance registered with when they need to notify
       any changes.

       Implements Observer.

   void performCalculations () const [virtual]
       This method must implement any calculations which must be (re)done in
       order to calculate the desired results.

       Implements LazyObject.

       Generated automatically by Doxygen for QuantLib from the source code.

Version 1.10.1                   Wed Feb 7 2018               AbcdAtmVolCurve(3)