capletvariancecurve (3) - Linux Man Pages

capletvariancecurve: caplet variance curve

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

Generated automatically by Doxygen for QuantLib from the source code.