QuantLib: C:/dev/QuantLib/ql/termstructures/volatility/optionlet/constantoptionletvol.hpp File Reference

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QuantLib: a free/open-source library for quantitative finance

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Constant caplet/floorlet volatility. More...

#include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp>

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Classes
class	ConstantOptionletVolatility
	Constant caplet volatility, no time-strike dependence. More...

Namespaces
namespace	QuantLib

Detailed Description

Constant caplet/floorlet volatility.

Definition in file constantoptionletvol.hpp.