CapFloorTermVolCurve (3) Linux Manual Page

ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp – Cap/floor at-the-money term-volatility curve.

Synopsis

#include <ql/termstructures/volatility/capfloor/capfloortermvolatilitystructure.hpp>
#include <ql/math/interpolation.hpp>
#include <ql/quote.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <boost/noncopyable.hpp>
#include <vector>

Classes

class CapFloorTermVolCurve
Cap/floor at-the-money term-volatility vector.

Detailed Description

Cap/floor at-the-money term-volatility curve.

Author

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