ql/termstructures/volatility/capfloor/constantcapfloortermvol.hpp File Reference
Constant cap/floor term volatility. More...
#include <ql/termstructures/volatility/capfloor/capfloortermvolatilitystructure.hpp>
Include dependency graph for constantcapfloortermvol.hpp:

Classes | |
class | ConstantCapFloorTermVolatility |
Constant caplet volatility, no time-strike dependence. More... |
Detailed Description
Constant cap/floor term volatility.