yoyinflationoptionletvolatilitystructure2.hpp

Langue: en

Version: 376002 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.hpp -

experimental yoy inflation volatility structures

SYNOPSIS


#include <ql/termstructures/voltermstructure.hpp>
#include <ql/math/interpolation.hpp>
#include <ql/time/calendars/target.hpp>
#include <ql/termstructures/inflationtermstructure.hpp>
#include <ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp>

Classes


class InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >
Interpolated flat smile surface.

Detailed Description

experimental yoy inflation volatility structures

Author

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