callablebondvolstructure (3) Linux Manual Page

ql/experimental/callablebonds/callablebondvolstructure.hpp – Callable-bond volatility structure.

Synopsis

#include <ql/termstructure.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/termstructures/volatility/smilesection.hpp>

Classes

class CallableBondVolatilityStructure
Callable-bond volatility structure.

Detailed Description

Callable-bond volatility structure.

Author

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