capletvariancecurve.hpp

Langue: en

Autres versions - même langue

Version: 379860 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/termstructures/volatility/optionlet/capletvariancecurve.hpp -

caplet variance curve

SYNOPSIS


#include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp>
#include <ql/termstructures/volatility/equityfx/blackvariancecurve.hpp>
#include <ql/termstructures/volatility/flatsmilesection.hpp>

Classes


class CapletVarianceCurve

Detailed Description

caplet variance curve

Author

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