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swaptionvolcube2.hpp
Langue: en
Version: 378709 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/termstructures/volatility/swaption/swaptionvolcube2.hpp -Swaption volatility cube, fit-later-interpolate-early approach.
SYNOPSIS
#include <ql/termstructures/volatility/swaption/swaptionvolcube.hpp>
#include <ql/math/interpolations/interpolation2d.hpp>
Detailed Description
Swaption volatility cube, fit-later-interpolate-early approach.
Author
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