constantcapfloortermvol.hpp

Langue: en

Autres versions - même langue

Version: 167305 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructures/volatility/capfloor/constantcapfloortermvol.hpp - Constant cap/floor term volatility.

SYNOPSIS


#include <ql/termstructures/volatility/capfloor/capfloortermvolatilitystructure.hpp>

Classes


class ConstantCapFloorTermVolatility
Constant caplet volatility, no time-strike dependence.

Detailed Description

Constant cap/floor term volatility.

Author

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