Constant swaption volatility. More...
#include <ql/termstructures/volatility/swaption/swaptionvolstructure.hpp>
#include <ql/time/period.hpp>
Classes | |
class | ConstantSwaptionVolatility |
Constant swaption volatility, no time-strike dependence. More... | |
Namespaces | |
QuantLib | |
Constant swaption volatility.