QuantLib
: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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ql
termstructures
volatility
swaption
swaptionvolcube1.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2006, 2007 Giorgio Facchinetti
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Copyright (C) 2014, 2015 Peter Caspers
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Copyright (C) 2023 Ignacio Anguita
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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#ifndef quantlib_swaption_volcube_fit_early_interpolate_later_h
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#define quantlib_swaption_volcube_fit_early_interpolate_later_h
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/* Deprecated in version 1.30 */
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#pragma message("Warning: this file will disappear in a future release; do not include it."
)
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#pragma message(" Include <ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp> instead."
)
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#include <ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp>
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#endif
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