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swaptionvoldiscrete.hpp
Langue: en
Version: 382673 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/termstructures/volatility/swaption/swaptionvoldiscrete.hpp -Discretized swaption volatility.
SYNOPSIS
#include <ql/termstructures/volatility/swaption/swaptionvolstructure.hpp>
#include <ql/math/interpolation.hpp>
#include <ql/patterns/lazyobject.hpp>
Detailed Description
Discretized swaption volatility.
Author
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