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...