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yoyinflationoptionletvolatilitystructure2.hpp
Langue: en
Version: 376002 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.hpp -experimental yoy inflation volatility structures
SYNOPSIS
#include <ql/termstructures/voltermstructure.hpp>
#include <ql/math/interpolation.hpp>
#include <ql/time/calendars/target.hpp>
#include <ql/termstructures/inflationtermstructure.hpp>
#include <ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp>
Classes
class InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >
Interpolated flat smile surface.
Detailed Description
experimental yoy inflation volatility structures
Author
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