callablebondvolstructure.hpp

Langue: en

Autres versions - même langue

Version: 381243 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/callablebonds/callablebondvolstructure.hpp -

Callable-bond volatility structure.

SYNOPSIS


#include <ql/termstructure.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/termstructures/volatility/smilesection.hpp>

Classes


class CallableBondVolatilityStructure
Callable-bond volatility structure.

Detailed Description

Callable-bond volatility structure.

Author

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