ql/capvolstructures.hpp File Reference


Detailed Description

Cap/Floor volatility structures.

#include <ql/basetermstructure.hpp>

Include dependency graph for capvolstructures.hpp:

Include dependency graph

Namespaces

namespace  QuantLib

Classes

class  CapVolatilityStructure
 Cap/floor term-volatility structure. More...
class  CapletVolatilityStructure
 Caplet/floorlet forward-volatility structure. More...

Typedefs

typedef CapVolatilityStructure CapFlatVolatilityStructure
typedef CapletVolatilityStructure CapletForwardVolatilityStructure

Typedef Documentation

typedef CapVolatilityStructure CapFlatVolatilityStructure
 

Deprecated:
renamed to CapVolatilityStructure

typedef CapletVolatilityStructure CapletForwardVolatilityStructure
 

Deprecated:
renamed to CapletVolatilityStructure


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