swaptionvolatilityconverter.hpp File Reference

Convert swaption volatilities from one type to another. More...

#include <ql/indexes/iborindex.hpp>
#include <ql/indexes/swapindex.hpp>
#include <ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp>
#include <ql/shared_ptr.hpp>

Go to the source code of this file.

Classes
class	SwapConventions
class	SwaptionVolatilityConverter
	Class that converts a supplied SwaptionVolatilityStructure to one of another type with possibly different shifts. More...

Namespaces
namespace	QuantExt

Detailed Description

Convert swaption volatilities from one type to another.

Definition in file swaptionvolatilityconverter.hpp.