constantoptionletvol.hpp File Reference

Constant caplet/floorlet volatility. More...

Include dependency graph for constantoptionletvol.hpp:

Classes

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

Namespaces

namespace  QuantLib
 

Detailed Description

Constant caplet/floorlet volatility.