ql/termstructures/volatility/optionlet/constantoptionletvol.hpp File Reference

Constant caplet/floorlet volatility. More...

#include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp>
Include dependency graph for constantoptionletvol.hpp:

Classes

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

Detailed Description

Constant caplet/floorlet volatility.