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callablebondconstantvol.hpp
Langue: en
Version: 374192 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/callablebonds/callablebondconstantvol.hpp -Constant callable-bond volatility.
SYNOPSIS
#include <ql/experimental/callablebonds/callablebondvolstructure.hpp>
#include <ql/time/period.hpp>
Classes
class CallableBondConstantVolatility
Constant callable-bond volatility, no time-strike dependence.
Detailed Description
Constant callable-bond volatility.
Author
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