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.