yoyinflationoptionletvolatilitystructure.hpp

Langue: en

Version: 375454 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp -

yoy inflation volatility structures

SYNOPSIS


#include <ql/termstructures/voltermstructure.hpp>
#include <ql/math/interpolation.hpp>
#include <ql/time/calendars/target.hpp>

Classes


class YoYOptionletVolatilitySurface

class ConstantYoYOptionletVolatility
Constant surface, no K or T dependence.

Detailed Description

yoy inflation volatility structures

Author

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