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yoyinflationoptionletvolatilitystructure.hpp
Langue: en
Version: 375454 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp -yoy inflation volatility structures
SYNOPSIS
#include <ql/termstructures/voltermstructure.hpp>
#include <ql/math/interpolation.hpp>
#include <ql/time/calendars/target.hpp>
Classes
class YoYOptionletVolatilitySurface
class ConstantYoYOptionletVolatility
Constant surface, no K or T dependence.
Detailed Description
yoy inflation volatility structures
Author
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