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swaptionconstantvol.hpp
Langue: en
Version: 374828 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/termstructures/volatility/swaption/swaptionconstantvol.hpp -Constant swaption volatility.
SYNOPSIS
#include <ql/termstructures/volatility/swaption/swaptionvolstructure.hpp>
#include <ql/time/period.hpp>
Classes
class ConstantSwaptionVolatility
Constant swaption volatility, no time-strike dependence.
Detailed Description
Constant swaption volatility.
Author
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