ql/termstructures/volatility/optionlet/constantoptionletvol.hpp File Reference


Detailed Description

Constant caplet/floorlet volatility.

#include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp>
#include <ql/quotes/simplequote.hpp>
#include <ql/time/calendars/nullcalendar.hpp>

Include dependency graph for constantoptionletvol.hpp:


Namespaces

namespace  QuantLib

Classes

class  ConstantOptionletVol
 Constant caplet volatility, no time-strike dependence. More...