smilesection.hpp

Langue: en

Autres versions - même langue

Version: 166202 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructures/volatility/smilesection.hpp - Smile section base class.

SYNOPSIS


#include <ql/patterns/observable.hpp>
#include <ql/time/date.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
#include <ql/utilities/null.hpp>
#include <vector>

Classes


class SmileSection
interest rate volatility smile section

Detailed Description

Smile section base class.

Author

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