CapletVarianceCurve (3) Linux Manual Page

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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