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spreadedoptionletvol.hpp
Langue: en
Version: 376805 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp -Spreaded caplet/floorlet volatility.
SYNOPSIS
#include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp>
Detailed Description
Spreaded caplet/floorlet volatility.
Author
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