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volcube.hpp

Langue: en

Autres versions - même langue

Version: 380450 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

ql/experimental/volatility/volcube.hpp -

Interest rate (optionlet/swaption) volatility cube.

#include <ql/handle.hpp>
#include <boost/shared_ptr.hpp>
#include <vector>

Interest rate (optionlet/swaption) volatility cube.

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