capletvariancecurve(3)
NAME
ql/termstructures/volatility/optionlet/capletvariancecurve.hpp – caplet variance curve
SYNOPSIS
#include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp>
#include <ql/termstructures/volatility/equityfx/blackvariancecurve.hpp>
#include <ql/termstructures/volatility/flatsmilesection.hpp>
Classes
class CapletVarianceCurve
Detailed Description
caplet variance curve
Author
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