QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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swaptionconstantvol.hpp File Reference

Constant swaption volatility. More...

#include <ql/termstructures/volatility/swaption/swaptionvolstructure.hpp>
#include <ql/time/period.hpp>

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Classes

class  ConstantSwaptionVolatility
 Constant swaption volatility, no time-strike dependence. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Constant swaption volatility.

Definition in file swaptionconstantvol.hpp.