QuantLib 0.3.8
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Reference manual
ql/Volatilities/capflatvolvector.hpp File Reference
Detailed Description
Cap/floor at-the-money flat volatility vector.
#include <ql/capvolstructures.hpp>
#include <ql/Math/interpolationtraits.hpp>
#include <ql/DayCounters/thirty360.hpp>
#include <vector>
Include dependency graph for capflatvolvector.hpp:
Namespaces | |
| namespace | QuantLib |
Classes | |
| class | CapVolatilityVector |
| Cap/floor at-the-money term-volatility vector. More... | |
Typedefs | |
| typedef CapVolatilityVector | CapFlatVolatilityVector |
Typedef Documentation
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