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... |