ql/Volatilities/capflatvolvector.hpp File Reference


Detailed Description

Cap/floor at-the-money flat volatility vector.

#include <ql/capvolstructures.hpp>
#include <ql/Math/interpolationtraits.hpp>
#include <ql/DayCounters/thirty360.hpp>
#include <vector>

Include dependency graph for capflatvolvector.hpp:

Include dependency graph

Namespaces

namespace  QuantLib

Classes

class  CapVolatilityVector
 Cap/floor at-the-money term-volatility vector. More...

Typedefs

typedef CapVolatilityVector CapFlatVolatilityVector

Typedef Documentation

typedef CapVolatilityVector CapFlatVolatilityVector
 

Deprecated:
renamed to CapVolatilityVector


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