capfloortermvolsurface(3)
NAME
ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp – Cap/floor smile volatility surface.
SYNOPSIS
#include <ql/termstructures/volatility/capfloor/capfloortermvolatilitystructure.hpp>
#include <ql/math/interpolations/interpolation2d.hpp>
#include <ql/quote.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <vector>
Classes
class CapFloorTermVolSurface
Cap/floor smile volatility surface.
Detailed Description
Cap/floor smile volatility surface.
Author
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