QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Classes | Namespaces
constantcpivolatility.hpp File Reference

constant CPI volatility structure More...

#include <ql/termstructures/volatility/inflation/cpivolatilitystructure.hpp>

Go to the source code of this file.

Classes

class  ConstantCPIVolatility
 Constant surface, no K or T dependence. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

constant CPI volatility structure

Definition in file constantcpivolatility.hpp.