ql/termstructures/volatility/swaption/swaptionconstantvol.hpp File Reference

Constant swaption volatility. More...

#include <ql/termstructures/volatility/swaption/swaptionvolstructure.hpp>
#include <ql/time/period.hpp>

Include dependency graph for swaptionconstantvol.hpp:


Classes

class  ConstantSwaptionVolatility
 Constant swaption volatility, no time-strike dependence. More...

Detailed Description

Constant swaption volatility.