constantoptionletvol.hpp

Langue: en

Autres versions - même langue

Version: 376872 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructures/volatility/optionlet/constantoptionletvol.hpp -

Constant caplet/floorlet volatility.

SYNOPSIS


#include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp>

Classes


class ConstantOptionletVolatility
Constant caplet volatility, no time-strike dependence.

Detailed Description

Constant caplet/floorlet volatility.

Author

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