swaptionvolcubewithatm.hpp File Reference

Wrapper class for a SwaptionVolatilityCube that easily and efficiently exposes ATM vols. More...

#include <ql/termstructures/volatility/swaption/swaptionvolcube.hpp>
#include <ql/shared_ptr.hpp>

Go to the source code of this file.

Classes
class	SwaptionVolCubeWithATM
	Wrapper class for a SwaptionVolatilityCube that easily and efficiently exposes ATM vols. More...

Namespaces
namespace	QuantExt

Detailed Description

Wrapper class for a SwaptionVolatilityCube that easily and efficiently exposes ATM vols.

Definition in file swaptionvolcubewithatm.hpp.