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blackcapfloorengine.hpp
Langue: en
Version: 373095 (fedora - 01/12/10)
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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