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optionletvolatilitystructure.hpp
Langue: en
Version: 379833 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp -optionlet (caplet/floorlet) volatility structure
SYNOPSIS
#include <ql/termstructures/voltermstructure.hpp>
Classes
class OptionletVolatilityStructure
Optionlet (caplet/floorlet) volatility structure.
Detailed Description
optionlet (caplet/floorlet) volatility structure
Author
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