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blackcapfloorengine.hpp
Langue: en
Version: 151022 (fedora - 04/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/pricingengines/capfloor/blackcapfloorengine.hpp - Black-formula cap/floor engine.SYNOPSIS
#include <ql/instruments/capfloor.hpp>
#include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp>
Classes
class BlackCapFloorEngine
Black-formula cap/floor engine.
Detailed Description
Black-formula cap/floor engine.
Author
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