swaptionconstantvol.hpp

Langue: en

Autres versions - même langue

Version: 374828 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructures/volatility/swaption/swaptionconstantvol.hpp -

Constant swaption volatility.

SYNOPSIS


#include <ql/termstructures/volatility/swaption/swaptionvolstructure.hpp>
#include <ql/time/period.hpp>

Classes


class ConstantSwaptionVolatility
Constant swaption volatility, no time-strike dependence.

Detailed Description

Constant swaption volatility.

Author

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