capletvariancecurve (3) - Linux Manuals

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

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