ql/termstructures/volatilities/capletconstantvol.hpp File Reference


Detailed Description

Constant caplet volatility.

#include <ql/capvolstructures.hpp>
#include <ql/quotes/simplequote.hpp>
#include <ql/time/calendars/nullcalendar.hpp>

Include dependency graph for capletconstantvol.hpp:


Namespaces

namespace  QuantLib

Classes

class  CapletConstantVolatility
 Constant caplet volatility, no time-strike dependence. More...