caphelper.hpp

Langue: en

Autres versions - même langue

Version: 384069 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/models/shortrate/calibrationhelpers/caphelper.hpp -

CapHelper calibration helper.

SYNOPSIS


#include <ql/models/calibrationhelper.hpp>
#include <ql/instruments/capfloor.hpp>

Classes


class CapHelper
calibration helper for ATM cap

Detailed Description

CapHelper calibration helper.

Author

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