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smilesection.hpp

Langue: en

Autres versions - même langue

Version: 380751 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

ql/termstructures/volatility/smilesection.hpp -

Smile section base class.

#include <ql/patterns/observable.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/utilities/null.hpp>

class SmileSection
interest rate volatility smile section

Smile section base class.

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