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constantcapfloortermvol.hpp
Langue: en
Version: 381309 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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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