callablebondconstantvol.hpp

Langue: en

Autres versions - même langue

Version: 153337 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/callablebonds/callablebondconstantvol.hpp - Constant callable-bond volatility.

SYNOPSIS


#include <ql/experimental/callablebonds/callablebondvolstructure.hpp>
#include <ql/time/period.hpp>

Classes


class CallableBondConstantVolatility
Constant callable-bond volatility, no time-strike dependence.

Detailed Description

Constant callable-bond volatility.

Author

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