ql/termstructures/volatilities/swaptionconstantvol.hpp File Reference
Detailed Description
Constant swaption volatility.
#include <ql/swaptionvolstructure.hpp>
#include <ql/time/period.hpp>
Include dependency graph for swaptionconstantvol.hpp:

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