ql/Volatilities/capletconstantvol.hpp File Reference
Detailed Description
Constant caplet volatility.
#include <ql/capvolstructures.hpp>
#include <ql/quote.hpp>
#include <ql/Calendars/nullcalendar.hpp>
Include dependency graph for capletconstantvol.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | CapletConstantVolatility |
Constant caplet volatility, no time-strike dependence. More... |