A free/open-source library for quantitative finance
Reference manual - version 1.20
ql
termstructures
volatility
capfloor
capfloor Directory Reference
Files
file
capfloortermvolatilitystructure.hpp
cap/floor term-volatility structure
file
capfloortermvolcurve.hpp
Cap/floor at-the-money term-volatility curve.
file
capfloortermvolsurface.hpp
Cap/floor smile volatility surface.
file
constantcapfloortermvol.hpp
Constant cap/floor term volatility.
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