constantcapfloortermvol.hpp File Reference

Constant cap/floor term volatility. More...

Include dependency graph for constantcapfloortermvol.hpp:

Classes

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

Namespaces

 QuantLib
 

Detailed Description

Constant cap/floor term volatility.