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callablebondvolstructure.hpp
Langue: en
Version: 167161 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/callablebonds/callablebondvolstructure.hpp - Callable-bond volatility structure.SYNOPSIS
#include <ql/termstructure.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/termstructures/volatility/smilesection.hpp>
Classes
class CallableBondVolatilityStructure
Callable-bond volatility structure.
Detailed Description
Callable-bond volatility structure.
Author
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