ql/termstructures/volatility/optionlet/constantoptionletvol.hpp File Reference
Constant caplet/floorlet volatility. More...
#include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp>
Include dependency graph for constantoptionletvol.hpp:

Classes | |
class | ConstantOptionletVolatility |
Constant caplet volatility, no time-strike dependence. More... |
Detailed Description
Constant caplet/floorlet volatility.